+0.8%
META vs VRT
+12.3%
-11.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.9% | +14.3% | +2.4% |
| 7D | +2.9% | -15.4% | +18.2% | +4.1% |
| 30D | -15.1% | -19.0% | +3.9% | -13.9% |
| 3M | +7.2% | -23.8% | +31.1% | +8.9% |
| 6M | +3.4% | -37.9% | +41.3% | +5.6% |
| YTD | -4.3% | +27.0% | -31.3% | -11.6% |
| 1Y | +0.8% | +13.8% | -13.0% | -4.8% |
| All | +0.8% | +12.3% | -11.5% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling