+92.8%
META vs VEU
+71.8%
+21.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.8% |
| 7D | -0.2% | -0.5% | +0.3% | +0.3% |
| 30D | -15.4% | -1.0% | -14.4% | -14.5% |
| 3M | +5.0% | -3.6% | +8.6% | +8.5% |
| 6M | +5.2% | -1.2% | +6.3% | +5.7% |
| YTD | -4.5% | +12.0% | -16.5% | -16.3% |
| 1Y | +0.6% | +13.9% | -13.3% | -13.4% |
| All | +92.8% | +71.8% | +21.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 3y: compounded portfolio wealth divided by compounded VEU 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…
3y analysis · Full analysis span regression · 6 months rolling