+375.1%
META vs VEA
+159.8%
+215.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +6.0% | +1.9% | +4.2% | +4.0% |
| 30D | +3.6% | +0.8% | +2.8% | +2.8% |
| 3M | +4.9% | +5.7% | -0.8% | -2.0% |
| 6M | -4.7% | +13.3% | -18.0% | -18.0% |
| YTD | -6.9% | +18.4% | -25.3% | -24.0% |
| 1Y | -18.2% | +27.0% | -45.1% | -38.4% |
| 3Y | +107.8% | +79.3% | +28.5% | +5.4% |
| 5Y | +63.9% | +62.1% | +1.8% | -5.5% |
| 10Y | +375.1% | +160.3% | +214.8% | +72.8% |
| All | +375.1% | +159.8% | +215.2% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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