+400.1%
META vs VICR
+1,056.5%
-656.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.6% |
| 7D | -0.8% | -23.1% | +22.3% | +3.3% |
| 30D | -15.4% | -48.1% | +32.6% | -6.6% |
| 3M | +3.5% | -32.8% | +36.4% | +7.6% |
| 6M | -0.3% | -47.6% | +47.3% | +4.7% |
| YTD | -7.3% | +34.0% | -41.3% | -20.6% |
| 1Y | -1.1% | +65.0% | -66.1% | -18.8% |
| 3Y | +95.1% | +277.1% | -182.0% | +24.5% |
| 5Y | +80.6% | -5.3% | +85.9% | +40.1% |
| All | +400.1% | +1,056.5% | -656.5% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling