+1,527.5%
META vs VNQ
+172.3%
+1,355.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +6.7% | -1.3% | +8.0% | +7.6% |
| 30D | +4.8% | -2.9% | +7.7% | +6.7% |
| 3M | -1.6% | +0.8% | -2.4% | -2.3% |
| 6M | -7.5% | +2.5% | -9.9% | -9.1% |
| YTD | -6.4% | +10.6% | -17.0% | -12.6% |
| 1Y | -17.3% | +9.1% | -26.4% | -22.2% |
| 3Y | +109.9% | +31.0% | +78.9% | +72.1% |
| 5Y | +65.4% | +4.9% | +60.5% | +57.7% |
| 10Y | +391.8% | +59.5% | +332.4% | +261.1% |
| All | +1,527.5% | +172.3% | +1,355.2% | +881.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling