+95.1%
META vs VWO
+51.4%
+43.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | -15.4% | -7.6% | -7.8% | -9.7% |
| 3M | +3.5% | -7.6% | +11.1% | +10.5% |
| 6M | -0.3% | -8.7% | +8.4% | +7.2% |
| YTD | -7.3% | +3.2% | -10.5% | -10.5% |
| 1Y | -1.1% | +3.6% | -4.7% | -4.8% |
| 3Y | +95.1% | +51.8% | +43.2% | +42.1% |
| All | +95.1% | +51.4% | +43.7% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling