+93.4%
META vs VUG
+76.8%
+16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | +2.6% |
| 7D | -3.1% | -7.1% | +4.0% | +5.7% |
| 30D | -18.1% | -12.1% | -6.0% | -4.5% |
| 3M | +2.9% | -8.1% | +11.0% | +13.8% |
| 6M | +0.2% | -3.2% | +3.4% | +3.7% |
| YTD | -8.1% | +0.5% | -8.6% | -9.2% |
| 1Y | -4.5% | -0.7% | -3.9% | -4.4% |
| All | +93.4% | +76.8% | +16.7% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling