+379.6%
META vs VSH
+169.0%
+210.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.4% |
| 7D | +6.7% | +4.1% | +2.6% | +5.3% |
| 30D | +4.8% | -4.2% | +8.9% | +5.6% |
| 3M | -1.6% | -50.0% | +48.3% | +19.8% |
| 6M | -7.5% | +80.2% | -87.6% | -32.7% |
| YTD | -6.4% | +121.1% | -127.5% | -37.7% |
| 1Y | -17.3% | +112.0% | -129.3% | -44.7% |
| 3Y | +109.9% | +22.5% | +87.4% | +64.8% |
| 5Y | +65.4% | +64.0% | +1.3% | +13.6% |
| All | +379.6% | +169.0% | +210.6% | +154.0% |
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