+418.8%
META vs VWO
+112.8%
+306.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.6% | +7.1% | +7.1% |
| 7D | +10.3% | +0.2% | +10.1% | +10.1% |
| 30D | +9.9% | +0.9% | +9.0% | +8.9% |
| 3M | +11.9% | +4.3% | +7.7% | +7.3% |
| 6M | +1.2% | +10.5% | -9.4% | -8.2% |
| YTD | -0.8% | +13.4% | -14.2% | -12.3% |
| 1Y | -14.3% | +18.6% | -32.9% | -27.4% |
| 3Y | +121.4% | +65.8% | +55.6% | +35.9% |
| 5Y | +74.5% | +35.2% | +39.2% | +30.3% |
| 10Y | +418.8% | +116.6% | +302.2% | +169.8% |
| All | +418.8% | +112.8% | +306.0% | +169.8% |
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