+93.1%
META vs VUG
+61.3%
+31.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +1.4% |
| 7D | +5.7% | +0.5% | +5.2% | +4.9% |
| 30D | -10.8% | -8.2% | -2.6% | -0.2% |
| 3M | +8.4% | -5.4% | +13.8% | +16.7% |
| 6M | +5.4% | -2.5% | +7.9% | +8.5% |
| YTD | -2.6% | +4.2% | -6.8% | -8.3% |
| 1Y | +3.5% | +5.0% | -1.5% | -3.8% |
| 3Y | +102.0% | +81.7% | +20.3% | -12.5% |
| 5Y | +93.1% | +62.5% | +30.6% | +2.4% |
| All | +93.1% | +61.3% | +31.8% | +2.4% |
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