+436.0%
META vs VWO
+102.8%
+333.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +3.3% | +2.1% | +1.2% | +1.4% |
| 30D | -10.8% | -5.5% | -5.3% | -5.8% |
| 3M | +7.9% | -6.2% | +14.1% | +14.6% |
| 6M | +5.4% | -6.4% | +11.8% | +11.7% |
| YTD | -2.6% | +5.4% | -8.0% | -7.8% |
| 1Y | +1.9% | +4.5% | -2.7% | -2.9% |
| 3Y | +97.0% | +56.1% | +40.9% | +27.3% |
| 5Y | +97.6% | +28.1% | +69.5% | +55.5% |
| 10Y | +436.0% | +107.3% | +328.7% | +185.9% |
| All | +436.0% | +102.8% | +333.2% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling