+101.6%
META vs VLTO
+54.8%
+46.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | +5.4% | -6.2% | -2.8% |
| 30D | -15.4% | +22.3% | -37.7% | -22.3% |
| 3M | +3.5% | +19.6% | -16.1% | -4.1% |
| 6M | -0.3% | +35.2% | -35.4% | -12.4% |
| YTD | -7.3% | +17.9% | -25.2% | -13.9% |
| 1Y | -1.1% | +19.5% | -20.6% | -8.7% |
| 3Y | +95.1% | +73.9% | +21.1% | +62.3% |
| All | +101.6% | +54.8% | +46.7% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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