+425.7%
META vs VEA
+160.3%
+265.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +2.0% |
| 7D | +5.7% | +0.4% | +5.3% | +5.3% |
| 30D | -10.8% | -0.7% | -10.1% | -10.1% |
| 3M | +8.4% | -3.9% | +12.3% | +13.1% |
| 6M | +5.4% | -0.6% | +5.9% | +4.9% |
| YTD | -2.6% | +12.9% | -15.5% | -16.5% |
| 1Y | +3.5% | +18.4% | -14.9% | -15.9% |
| 3Y | +102.0% | +75.3% | +26.7% | +4.4% |
| 5Y | +93.1% | +54.3% | +38.7% | +17.1% |
| 10Y | +425.7% | +158.0% | +267.6% | +86.0% |
| All | +425.7% | +160.3% | +265.3% | +86.0% |
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