+425.7%
META vs ITOT
+298.5%
+127.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +1.9% |
| 7D | +5.7% | +0.2% | +5.5% | +5.4% |
| 30D | -10.8% | -3.0% | -7.7% | -7.0% |
| 3M | +8.4% | -2.7% | +11.1% | +12.6% |
| 6M | +5.4% | +2.6% | +2.8% | +2.1% |
| YTD | -2.6% | +11.5% | -14.1% | -15.0% |
| 1Y | +3.5% | +13.5% | -10.0% | -11.8% |
| 3Y | +102.0% | +79.7% | +22.3% | -2.8% |
| 5Y | +93.1% | +64.2% | +28.9% | +8.0% |
| 10Y | +425.7% | +290.2% | +135.5% | +5.2% |
| All | +425.7% | +298.5% | +127.2% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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