+93.4%
META vs VLTO
+68.7%
+24.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -3.1% | +12.0% | -15.1% | -7.7% |
| 30D | -18.1% | +20.8% | -38.9% | -24.7% |
| 3M | +2.9% | +20.1% | -17.3% | -5.2% |
| 6M | +0.2% | +32.6% | -32.4% | -11.8% |
| YTD | -8.1% | +17.3% | -25.4% | -14.6% |
| 1Y | -4.5% | +17.3% | -21.8% | -11.4% |
| All | +93.4% | +68.7% | +24.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling