+386.9%
META vs VTV
+228.6%
+158.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +6.0% | +0.3% | +5.7% | +5.7% |
| 30D | +3.6% | +0.1% | +3.5% | +3.5% |
| 3M | +4.9% | +6.2% | -1.3% | -1.3% |
| 6M | -4.7% | +13.5% | -18.2% | -15.9% |
| YTD | -6.9% | +18.9% | -25.7% | -21.6% |
| 1Y | -18.2% | +25.8% | -44.0% | -34.9% |
| 3Y | +107.8% | +68.7% | +39.0% | +24.2% |
| 5Y | +63.9% | +80.3% | -16.4% | -5.4% |
| All | +386.9% | +228.6% | +158.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling