+1,593.8%
META vs VWO
+122.3%
+1,471.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +3.3% | +2.1% | +1.2% | +1.7% |
| 30D | -10.8% | -5.5% | -5.3% | -6.6% |
| 3M | +7.9% | -6.2% | +14.1% | +13.6% |
| 6M | +5.4% | -6.4% | +11.8% | +10.8% |
| YTD | -2.6% | +5.4% | -8.0% | -6.8% |
| 1Y | +1.9% | +4.5% | -2.7% | -1.9% |
| 3Y | +97.0% | +56.1% | +40.9% | +38.1% |
| 5Y | +97.6% | +28.1% | +69.5% | +63.0% |
| 10Y | +436.0% | +107.3% | +328.7% | +230.6% |
| All | +1,593.8% | +122.3% | +1,471.5% | +958.2% |
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 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