+249.3%
META vs VRT
+1,742.5%
-1,493.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | 0.0% |
| 7D | -0.8% | -21.4% | +20.6% | +4.6% |
| 30D | -15.4% | -25.8% | +10.4% | -10.0% |
| 3M | +3.5% | -33.5% | +37.0% | +12.3% |
| 6M | -0.3% | -49.0% | +48.8% | +13.2% |
| YTD | -7.3% | +12.9% | -20.3% | -17.1% |
| 1Y | -1.1% | 0.0% | -1.1% | -8.9% |
| 3Y | +95.1% | +361.8% | -266.7% | +4.0% |
| 5Y | +80.6% | +565.1% | -484.6% | -23.4% |
| All | +249.3% | +1,742.5% | -1,493.2% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling