+62.8%
META vs VEU
+56.2%
+6.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.3% |
| 7D | +6.7% | +1.1% | +5.6% | +5.3% |
| 30D | +4.8% | +2.2% | +2.6% | +2.0% |
| 3M | -1.6% | +3.0% | -4.6% | -5.8% |
| 6M | -7.5% | +10.9% | -18.3% | -20.0% |
| YTD | -6.4% | +18.2% | -24.6% | -26.2% |
| 1Y | -17.3% | +28.3% | -45.6% | -41.9% |
| 3Y | +109.9% | +74.6% | +35.3% | -6.6% |
| All | +62.8% | +56.2% | +6.6% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling