-2.1%
META vs VG
-49.4%
+47.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.7% | +9.1% | +1.7% |
| 7D | +2.9% | -16.4% | +19.2% | +3.4% |
| 30D | -15.1% | -10.8% | -4.3% | -14.8% |
| 3M | +7.2% | -6.3% | +13.5% | +7.3% |
| 6M | +3.4% | -12.5% | +15.9% | +3.4% |
| YTD | -4.3% | +76.9% | -81.2% | -13.0% |
| 1Y | +0.8% | +51.8% | -51.0% | -7.0% |
| All | -2.1% | -49.4% | +47.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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