+1,497.9%
META vs VIG
+485.3%
+1,012.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | -0.1% |
| 7D | -3.1% | -2.0% | -1.1% | -0.9% |
| 30D | -18.1% | +2.7% | -20.8% | -20.7% |
| 3M | +2.9% | +0.3% | +2.5% | +2.3% |
| 6M | +0.2% | +7.6% | -7.4% | -8.1% |
| YTD | -8.1% | +12.5% | -20.6% | -19.9% |
| 1Y | -4.5% | +14.8% | -19.3% | -18.8% |
| 3Y | +94.2% | +63.2% | +31.0% | +11.4% |
| 5Y | +79.1% | +60.2% | +18.9% | +8.3% |
| 10Y | +405.9% | +262.8% | +143.1% | +36.5% |
| All | +1,497.9% | +485.3% | +1,012.6% | +234.1% |
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 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