+436.0%
META vs VIG
+259.6%
+176.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +3.3% | +1.0% | +2.3% | +2.1% |
| 30D | -10.8% | +4.5% | -15.3% | -15.4% |
| 3M | +7.9% | +2.1% | +5.8% | +5.2% |
| 6M | +5.4% | +10.5% | -5.1% | -6.6% |
| YTD | -2.6% | +15.1% | -17.7% | -17.8% |
| 1Y | +1.9% | +16.9% | -15.0% | -15.7% |
| 3Y | +97.0% | +65.6% | +31.4% | +8.6% |
| 5Y | +97.6% | +64.4% | +33.3% | +13.2% |
| 10Y | +436.0% | +260.6% | +175.4% | +34.1% |
| All | +436.0% | +259.6% | +176.4% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling