+62.8%
META vs VUG
+76.6%
-13.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.6% |
| 7D | +6.7% | -0.1% | +6.8% | +6.8% |
| 30D | +4.8% | -0.3% | +5.1% | +5.2% |
| 3M | -1.6% | -0.7% | -0.9% | -0.9% |
| 6M | -7.5% | +14.6% | -22.1% | -23.2% |
| YTD | -6.4% | +9.0% | -15.4% | -17.0% |
| 1Y | -17.3% | +14.9% | -32.2% | -31.8% |
| 3Y | +109.9% | +86.0% | +23.9% | -11.2% |
| All | +62.8% | +76.6% | -13.8% | -22.1% |
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