+95.1%
META vs VUG
+78.4%
+16.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -0.8% | -3.4% | +2.6% | +3.3% |
| 30D | -15.4% | -11.1% | -4.3% | -2.7% |
| 3M | +3.5% | -7.2% | +10.8% | +13.3% |
| 6M | -0.3% | -4.1% | +3.9% | +4.6% |
| YTD | -7.3% | +1.4% | -8.7% | -9.4% |
| 1Y | -1.1% | +1.9% | -3.0% | -4.1% |
| 3Y | +95.1% | +77.7% | +17.3% | -11.7% |
| All | +95.1% | +78.4% | +16.7% | -11.7% |
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