+1,593.8%
META vs VEU
+218.2%
+1,375.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.7% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | -10.8% | -2.3% | -8.5% | -8.6% |
| 3M | +7.9% | -4.4% | +12.3% | +12.8% |
| 6M | +5.4% | -2.2% | +7.6% | +6.9% |
| YTD | -2.6% | +10.9% | -13.5% | -13.2% |
| 1Y | +1.9% | +13.4% | -11.5% | -11.2% |
| 3Y | +97.0% | +69.7% | +27.3% | +14.7% |
| 5Y | +97.6% | +50.0% | +47.7% | +32.6% |
| 10Y | +436.0% | +145.8% | +290.3% | +145.9% |
| All | +1,593.8% | +218.2% | +1,375.6% | +678.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling