+425.7%
META vs VUG
+405.9%
+19.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +1.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.0% |
| 30D | -10.8% | -8.2% | -2.6% | -0.9% |
| 3M | +8.4% | -5.4% | +13.8% | +16.2% |
| 6M | +5.4% | -2.5% | +7.9% | +8.4% |
| YTD | -2.6% | +4.2% | -6.8% | -7.7% |
| 1Y | +3.5% | +5.0% | -1.5% | -3.0% |
| 3Y | +102.0% | +81.7% | +20.3% | -3.8% |
| 5Y | +93.1% | +62.5% | +30.6% | +9.5% |
| 10Y | +425.7% | +396.3% | +29.3% | -30.6% |
| All | +425.7% | +405.9% | +19.8% | -30.6% |
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