+462.9%
META vs VSH
+115.4%
+347.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +4.2% |
| 7D | +5.2% | +14.3% | -9.2% | +0.4% |
| 30D | -13.0% | -7.9% | -5.1% | -12.0% |
| 3M | +7.9% | -19.9% | +27.8% | +12.6% |
| 6M | +4.2% | -30.5% | +34.8% | +7.2% |
| YTD | -2.5% | +85.7% | -88.2% | -33.3% |
| 1Y | +5.6% | +98.9% | -93.4% | -29.9% |
| 3Y | +96.8% | +32.1% | +64.7% | +42.5% |
| 5Y | +90.0% | +39.7% | +50.4% | +33.9% |
| All | +462.9% | +115.4% | +347.6% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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