+462.9%
META vs VUG
+398.3%
+64.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +4.0% |
| 7D | +5.2% | +2.5% | +2.7% | +1.9% |
| 30D | -13.0% | -6.3% | -6.7% | -5.9% |
| 3M | +7.9% | -6.0% | +14.0% | +16.5% |
| 6M | +4.2% | -3.5% | +7.8% | +8.5% |
| YTD | -2.5% | +3.9% | -6.5% | -7.4% |
| 1Y | +5.6% | +5.1% | +0.5% | -1.2% |
| 3Y | +96.8% | +77.9% | +18.9% | -3.8% |
| 5Y | +90.0% | +62.4% | +27.6% | +7.8% |
| All | +462.9% | +398.3% | +64.7% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling