+384.3%
META vs VST
+1,175.7%
-791.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.2% |
| 7D | +6.7% | +8.9% | -2.2% | +4.6% |
| 30D | +4.8% | +6.2% | -1.4% | +3.3% |
| 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% | -6.7% |
| 1Y | -17.3% | -20.9% | +3.6% | -15.0% |
| 3Y | +109.9% | +384.0% | -274.1% | +24.7% |
| 5Y | +65.4% | +757.1% | -691.7% | -16.1% |
| All | +384.3% | +1,175.7% | -791.4% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling