+404.3%
META vs VSH
+95.6%
+308.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.9% |
| 7D | -0.8% | -12.9% | +12.2% | +3.1% |
| 30D | -15.4% | -36.9% | +21.4% | -3.5% |
| 3M | +3.5% | -28.8% | +32.3% | +12.3% |
| 6M | -0.3% | -30.3% | +30.0% | +1.4% |
| YTD | -7.3% | +62.4% | -69.7% | -33.4% |
| 1Y | -1.1% | +62.5% | -63.6% | -29.3% |
| 3Y | +95.1% | +7.4% | +87.7% | +52.9% |
| 5Y | +80.6% | +25.4% | +55.1% | +32.2% |
| All | +404.3% | +95.6% | +308.7% | +204.5% |
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