+404.3%
META vs VXUS
+135.4%
+268.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.8% | -1.8% | +1.0% | +1.2% |
| 30D | -15.4% | -4.6% | -10.8% | -10.9% |
| 3M | +3.5% | -6.1% | +9.6% | +11.0% |
| 6M | -0.3% | -4.9% | +4.6% | +4.4% |
| YTD | -7.3% | +8.1% | -15.4% | -16.6% |
| 1Y | -1.1% | +12.1% | -13.2% | -14.7% |
| 3Y | +95.1% | +63.9% | +31.2% | +7.8% |
| 5Y | +80.6% | +43.1% | +37.4% | +18.7% |
| All | +404.3% | +135.4% | +268.9% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling