+97.6%
META vs VMC
+46.4%
+51.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +3.3% | +1.1% | +2.1% | +2.6% |
| 30D | -10.8% | +17.7% | -28.4% | -19.5% |
| 3M | +7.9% | +1.1% | +6.8% | +6.6% |
| 6M | +5.4% | +1.8% | +3.5% | +2.9% |
| YTD | -2.6% | +1.5% | -4.1% | -6.7% |
| 1Y | +1.9% | -1.1% | +3.0% | -0.8% |
| 3Y | +97.0% | +38.8% | +58.2% | +40.3% |
| 5Y | +97.6% | +49.6% | +48.1% | +26.6% |
| All | +97.6% | +46.4% | +51.3% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling