+95.1%
META vs VRT
+352.9%
-257.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.6% | +0.2% |
| 7D | -0.8% | -21.4% | +20.6% | +3.3% |
| 30D | -15.4% | -25.8% | +10.4% | -11.2% |
| 3M | +3.5% | -33.5% | +37.0% | +10.2% |
| 6M | -0.3% | -49.0% | +48.8% | +10.2% |
| YTD | -7.3% | +12.9% | -20.3% | -16.4% |
| 1Y | -1.1% | 0.0% | -1.1% | -8.5% |
| 3Y | +95.1% | +361.8% | -266.7% | +1.1% |
| All | +95.1% | +352.9% | -257.9% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling