-4.3%
META vs VG
-39.3%
+35.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +6.7% | +1.7% | +5.0% | +6.6% |
| 30D | +4.8% | +16.0% | -11.3% | +4.2% |
| 3M | -1.6% | +9.7% | -11.4% | -2.1% |
| 6M | -7.5% | +29.6% | -37.0% | -10.9% |
| YTD | -6.4% | +112.0% | -118.4% | -15.2% |
| 1Y | -17.3% | +12.8% | -30.1% | -20.0% |
| All | -4.3% | -39.3% | +35.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling