+107.3%
META vs VST
+372.0%
-264.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | +6.7% | +8.9% | -2.2% | +4.8% |
| 30D | +4.8% | +6.2% | -1.4% | +3.4% |
| 3M | -1.6% | -2.7% | +1.1% | -1.5% |
| 6M | -7.5% | -8.4% | +0.9% | -6.8% |
| YTD | -6.4% | -7.2% | +0.8% | -6.6% |
| 1Y | -17.3% | -20.9% | +3.6% | -15.1% |
| All | +107.3% | +372.0% | -264.7% | +32.0% |
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