+649.6%
META vs VTEB
+26.7%
+623.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -0.8% | +7.5% | +7.3% |
| 30D | +4.8% | -1.3% | +6.1% | +5.7% |
| 3M | -1.6% | -2.1% | +0.5% | -0.1% |
| 6M | -7.5% | -1.7% | -5.8% | -6.3% |
| YTD | -6.4% | -0.6% | -5.8% | -5.9% |
| 1Y | -17.3% | +3.1% | -20.4% | -18.8% |
| 3Y | +109.9% | +9.2% | +100.7% | +97.8% |
| 5Y | +65.4% | +2.2% | +63.2% | +61.2% |
| 10Y | +391.8% | +18.8% | +373.0% | +386.2% |
| All | +649.6% | +26.7% | +623.0% | +799.4% |
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