+5.6%
META vs VRT
+19.0%
-13.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +3.2% |
| 7D | +5.2% | +10.5% | -5.3% | +4.2% |
| 30D | -13.0% | -9.3% | -3.7% | -12.7% |
| 3M | +7.9% | -29.6% | +37.5% | +9.9% |
| 6M | +4.2% | -45.4% | +49.6% | +7.7% |
| YTD | -2.5% | +24.8% | -27.4% | -8.8% |
| 1Y | +5.6% | +23.6% | -18.0% | -1.3% |
| All | +5.6% | +19.0% | -13.4% | -1.3% |
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