+1,527.5%
META vs VIG
+477.6%
+1,049.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.5% |
| 7D | +6.7% | -0.4% | +7.1% | +7.2% |
| 30D | +4.8% | -1.0% | +5.7% | +5.9% |
| 3M | -1.6% | +2.8% | -4.4% | -4.7% |
| 6M | -7.5% | +8.2% | -15.7% | -15.5% |
| YTD | -6.4% | +11.0% | -17.4% | -17.1% |
| 1Y | -17.3% | +16.1% | -33.5% | -30.5% |
| 3Y | +109.9% | +56.2% | +53.8% | +26.9% |
| 5Y | +65.4% | +63.0% | +2.4% | -1.4% |
| 10Y | +391.8% | +241.4% | +150.4% | +41.4% |
| All | +1,527.5% | +477.6% | +1,049.8% | +246.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling