+433.3%
META vs VXUS
+146.5%
+286.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -3.0% |
| 7D | -0.2% | -0.5% | +0.3% | +0.4% |
| 30D | -15.4% | -1.2% | -14.2% | -14.2% |
| 3M | +5.0% | -3.8% | +8.9% | +9.7% |
| 6M | +5.2% | -1.7% | +6.8% | +6.2% |
| YTD | -4.5% | +11.4% | -15.9% | -16.9% |
| 1Y | +0.6% | +13.3% | -12.7% | -14.2% |
| 3Y | +93.1% | +70.0% | +23.1% | +2.5% |
| 5Y | +93.7% | +48.1% | +45.6% | +22.6% |
| 10Y | +433.3% | +147.1% | +286.3% | +97.7% |
| All | +433.3% | +146.5% | +286.8% | +97.7% |
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