+462.9%
META vs VYM
+205.6%
+257.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +5.2% | +3.7% | +1.5% | +1.5% |
| 30D | -13.0% | +3.7% | -16.7% | -16.1% |
| 3M | +7.9% | -0.7% | +8.7% | +8.6% |
| 6M | +4.2% | +7.2% | -3.0% | -2.8% |
| YTD | -2.5% | +16.9% | -19.5% | -16.7% |
| 1Y | +5.6% | +19.6% | -14.0% | -11.8% |
| 3Y | +96.8% | +74.6% | +22.2% | +13.4% |
| 5Y | +90.0% | +72.3% | +17.7% | +13.6% |
| All | +462.9% | +205.6% | +257.3% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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