+664.8%
META vs VTEB
+28.2%
+636.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.5% |
| 30D | -15.4% | +4.1% | -19.5% | -17.6% |
| 3M | +5.0% | -0.4% | +5.4% | +5.3% |
| 6M | +5.2% | -0.4% | +5.5% | +5.5% |
| YTD | -4.5% | +0.6% | -5.1% | -4.8% |
| 1Y | +0.6% | +0.8% | -0.1% | +0.2% |
| 3Y | +93.1% | +11.7% | +81.4% | +79.2% |
| 5Y | +93.7% | +3.8% | +89.9% | +86.9% |
| 10Y | +433.3% | +23.7% | +409.6% | +445.5% |
| All | +664.8% | +28.2% | +636.6% | +810.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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