+447.1%
META vs VMC
+126.5%
+320.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +3.1% | -1.7% | +4.7% | +3.8% |
| 30D | -18.2% | +15.3% | -33.5% | -22.7% |
| 3M | +7.8% | +0.3% | +7.5% | +7.2% |
| 6M | +3.6% | +0.9% | +2.7% | +2.6% |
| YTD | -5.3% | -1.0% | -4.3% | -6.3% |
| 1Y | +2.7% | -4.3% | +7.1% | +2.9% |
| 3Y | +91.5% | +35.3% | +56.2% | +65.9% |
| 5Y | +84.7% | +44.4% | +40.3% | +54.5% |
| All | +447.1% | +126.5% | +320.6% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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