+1,527.5%
META vs VSH
+313.0%
+1,214.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 6M | -7.5% | +80.2% | -87.6% | -30.8% |
| YTD | -6.4% | +121.1% | -127.5% | -35.5% |
| 1Y | -17.3% | +112.0% | -129.3% | -42.8% |
| 3Y | +109.9% | +22.5% | +87.4% | +67.7% |
| 5Y | +65.4% | +64.0% | +1.3% | +18.1% |
| 10Y | +391.8% | +170.4% | +221.4% | +184.8% |
| All | +1,527.5% | +313.0% | +1,214.5% | +828.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling