+63.9%
META vs VWO
+34.9%
+29.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.2% |
| 7D | +6.0% | +0.9% | +5.1% | +5.1% |
| 30D | +3.6% | +1.3% | +2.4% | +2.3% |
| 3M | +4.9% | +5.1% | -0.2% | -0.8% |
| 6M | -4.7% | +12.5% | -17.2% | -16.5% |
| YTD | -6.9% | +14.0% | -20.9% | -20.0% |
| 1Y | -18.2% | +19.7% | -37.9% | -33.3% |
| 3Y | +107.8% | +66.8% | +41.0% | +12.9% |
| 5Y | +63.9% | +36.2% | +27.7% | +12.2% |
| All | +63.9% | +34.9% | +29.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling