+81.9%
META vs VWO
+25.1%
+56.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -1.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.4% |
| 30D | -15.4% | -7.6% | -7.8% | -8.0% |
| 3M | +3.5% | -7.6% | +11.1% | +12.5% |
| 6M | -0.3% | -8.7% | +8.4% | +9.2% |
| YTD | -7.3% | +3.2% | -10.5% | -11.6% |
| 1Y | -1.1% | +3.6% | -4.7% | -6.1% |
| 3Y | +95.1% | +51.8% | +43.2% | +15.3% |
| All | +81.9% | +25.1% | +56.8% | +40.1% |
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 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