+1,527.5%
META vs VWO
+141.3%
+1,386.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | +6.7% | +1.1% | +5.6% | +5.8% |
| 30D | +4.8% | +2.4% | +2.4% | +2.8% |
| 3M | -1.6% | +2.0% | -3.6% | -3.3% |
| 6M | -7.5% | +10.7% | -18.1% | -14.8% |
| YTD | -6.4% | +14.4% | -20.8% | -16.2% |
| 1Y | -17.3% | +22.7% | -40.1% | -29.9% |
| 3Y | +109.9% | +64.2% | +45.7% | +41.3% |
| 5Y | +65.4% | +35.8% | +29.6% | +29.7% |
| 10Y | +391.8% | +114.7% | +277.1% | +190.4% |
| All | +1,527.5% | +141.3% | +1,386.1% | +851.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling