+0.8%
META vs VUG
+4.9%
-4.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | -0.2% |
| 7D | +2.9% | -3.0% | +5.9% | +6.3% |
| 30D | -15.1% | -6.4% | -8.7% | -8.6% |
| 3M | +7.2% | -3.2% | +10.5% | +11.4% |
| 6M | +3.4% | +3.1% | +0.3% | 0.0% |
| YTD | -4.3% | +6.3% | -10.6% | -13.8% |
| 1Y | +0.8% | +5.2% | -4.4% | -8.3% |
| All | +0.8% | +4.9% | -4.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling