+111.9%
META vs VLTO
+56.1%
+55.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | +5.7% | +2.0% | +3.7% | +4.9% |
| 30D | -10.8% | +21.8% | -32.6% | -17.9% |
| 3M | +8.4% | +20.2% | -11.8% | +0.3% |
| 6M | +5.4% | +36.3% | -30.9% | -7.8% |
| YTD | -2.6% | +18.8% | -21.4% | -9.8% |
| 1Y | +3.5% | +20.4% | -16.9% | -4.7% |
| 3Y | +102.0% | +71.9% | +30.1% | +68.5% |
| All | +111.9% | +56.1% | +55.8% | +84.1% |
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