+86.4%
META vs VIG
+64.4%
+22.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | +3.5% | +1.7% | -0.1% |
| 30D | -13.0% | +4.9% | -17.9% | -19.2% |
| 3M | +7.9% | +2.5% | +5.4% | +3.8% |
| 6M | +4.2% | +11.0% | -6.8% | -11.5% |
| YTD | -2.5% | +16.0% | -18.5% | -22.8% |
| 1Y | +5.6% | +17.5% | -12.0% | -18.2% |
| 3Y | +96.8% | +67.0% | +29.8% | -14.8% |
| All | +86.4% | +64.4% | +22.0% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling