+1,527.5%
META vs VEA
+279.3%
+1,248.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | +6.7% | +1.0% | +5.7% | +5.7% |
| 30D | +4.8% | +1.9% | +2.8% | +2.8% |
| 3M | -1.6% | +3.2% | -4.8% | -5.2% |
| 6M | -7.5% | +10.2% | -17.7% | -16.7% |
| YTD | -6.4% | +18.9% | -25.3% | -22.0% |
| 1Y | -17.3% | +29.3% | -46.7% | -36.6% |
| 3Y | +109.9% | +76.8% | +33.2% | +18.5% |
| 5Y | +65.4% | +61.2% | +4.1% | +3.5% |
| 10Y | +391.8% | +163.3% | +228.5% | +110.3% |
| All | +1,527.5% | +279.3% | +1,248.2% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling