+379.6%
META vs VMC
+149.2%
+230.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +6.7% | -4.3% | +11.0% | +8.4% |
| 30D | +4.8% | -8.2% | +13.0% | +8.1% |
| 3M | -1.6% | -7.0% | +5.4% | +0.9% |
| 6M | -7.5% | -10.8% | +3.3% | -3.9% |
| YTD | -6.4% | -7.4% | +1.0% | -4.7% |
| 1Y | -17.3% | -9.5% | -7.9% | -15.3% |
| 3Y | +109.9% | +20.5% | +89.5% | +91.3% |
| 5Y | +65.4% | +51.6% | +13.8% | +39.1% |
| All | +379.6% | +149.2% | +230.5% | +239.6% |
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