+433.3%
META vs VNQ
+85.2%
+348.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.2% | -1.0% | +0.8% | +0.5% |
| 30D | -15.4% | +6.2% | -21.6% | -18.7% |
| 3M | +5.0% | +1.5% | +3.5% | +3.9% |
| 6M | +5.2% | +2.1% | +3.1% | +3.4% |
| YTD | -4.5% | +12.8% | -17.3% | -12.2% |
| 1Y | +0.6% | +10.4% | -9.8% | -6.2% |
| 3Y | +93.1% | +44.4% | +48.7% | +46.8% |
| 5Y | +93.7% | +7.4% | +86.3% | +81.5% |
| 10Y | +433.3% | +84.0% | +349.4% | +281.9% |
| All | +433.3% | +85.2% | +348.1% | +281.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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