+93.4%
META vs VST
+229.5%
-136.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.2% | +2.2% | -2.7% |
| 7D | -3.1% | -19.9% | +16.8% | +1.1% |
| 30D | -18.1% | -29.7% | +11.6% | -12.4% |
| 3M | +2.9% | -19.6% | +22.4% | +6.8% |
| 6M | +0.2% | -29.4% | +29.6% | +6.2% |
| YTD | -8.1% | -29.7% | +21.6% | -3.6% |
| 1Y | -4.5% | -40.0% | +35.5% | +3.5% |
| All | +93.4% | +229.5% | -136.0% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling