+1,527.5%
META vs VUG
+823.3%
+704.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.1% |
| 3M | -1.6% | -0.7% | -0.9% | -0.9% |
| 6M | -7.5% | +14.6% | -22.1% | -21.8% |
| YTD | -6.4% | +9.0% | -15.4% | -15.9% |
| 1Y | -17.3% | +14.9% | -32.2% | -30.4% |
| 3Y | +109.9% | +86.0% | +23.9% | -0.8% |
| 5Y | +65.4% | +76.7% | -11.3% | -13.3% |
| 10Y | +391.8% | +411.3% | -19.5% | -20.5% |
| All | +1,527.5% | +823.3% | +704.2% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling