+444.1%
META vs VSH
+122.0%
+322.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +3.3% | -1.6% | +4.9% | +3.2% |
| 30D | -10.8% | -21.3% | +10.5% | -5.0% |
| 3M | +7.9% | -18.9% | +26.8% | +12.5% |
| 6M | +5.4% | -21.4% | +26.8% | +3.3% |
| YTD | -2.6% | +86.8% | -89.4% | -33.1% |
| 1Y | +1.9% | +85.8% | -83.9% | -30.2% |
| 3Y | +97.0% | +30.1% | +66.8% | +44.3% |
| 5Y | +97.6% | +42.8% | +54.8% | +38.8% |
| All | +444.1% | +122.0% | +322.1% | +213.9% |
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