+79.1%
META vs VUG
+55.7%
+23.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | +3.3% |
| 7D | -3.1% | -7.1% | +4.0% | +6.6% |
| 30D | -18.1% | -12.1% | -6.0% | -3.0% |
| 3M | +2.9% | -8.1% | +11.0% | +14.9% |
| 6M | +0.2% | -3.2% | +3.4% | +3.9% |
| YTD | -8.1% | +0.5% | -8.6% | -9.3% |
| 1Y | -4.5% | -0.7% | -3.9% | -4.4% |
| 3Y | +94.2% | +77.1% | +17.0% | -13.2% |
| 5Y | +79.1% | +56.2% | +22.9% | +0.5% |
| All | +79.1% | +55.7% | +23.3% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling