+0.8%
META vs VST
-35.7%
+36.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -13.8% | +15.3% | +3.2% |
| 7D | +2.9% | -15.7% | +18.6% | +4.9% |
| 30D | -15.1% | -17.0% | +1.9% | -13.2% |
| 3M | +7.2% | -15.9% | +23.1% | +9.4% |
| 6M | +3.4% | -25.0% | +28.4% | +6.4% |
| YTD | -4.3% | -25.1% | +20.8% | -2.0% |
| 1Y | +0.8% | -34.9% | +35.6% | +4.8% |
| All | +0.8% | -35.7% | +36.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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