+433.3%
META vs VO
+202.1%
+231.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -3.3% |
| 7D | -0.2% | +0.2% | -0.4% | -0.4% |
| 30D | -15.4% | +2.0% | -17.4% | -17.1% |
| 3M | +5.0% | -0.3% | +5.3% | +5.4% |
| 6M | +5.2% | +7.3% | -2.1% | -2.5% |
| YTD | -4.5% | +15.0% | -19.5% | -18.0% |
| 1Y | +0.6% | +14.7% | -14.1% | -13.5% |
| 3Y | +93.1% | +67.3% | +25.8% | +10.7% |
| 5Y | +93.7% | +38.8% | +54.9% | +38.3% |
| 10Y | +433.3% | +201.6% | +231.8% | +81.4% |
| All | +433.3% | +202.1% | +231.2% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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