+246.4%
META vs VRT
+1,680.7%
-1,434.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.0% | +10.1% | -0.6% |
| 7D | -3.1% | -28.1% | +25.0% | +4.4% |
| 30D | -18.1% | -30.2% | +12.1% | -11.5% |
| 3M | +2.9% | -36.4% | +39.3% | +12.8% |
| 6M | +0.2% | -48.2% | +48.3% | +13.1% |
| YTD | -8.1% | +9.2% | -17.3% | -17.1% |
| 1Y | -4.5% | -7.2% | +2.7% | -10.3% |
| 3Y | +94.2% | +338.7% | -244.5% | +4.9% |
| 5Y | +79.1% | +542.8% | -463.8% | -23.4% |
| All | +246.4% | +1,680.7% | -1,434.3% | +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