+418.8%
META vs VYM
+202.0%
+216.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.1% |
| 7D | +10.3% | -1.0% | +11.2% | +11.3% |
| 30D | +9.9% | -2.0% | +11.9% | +12.1% |
| 3M | +11.9% | +3.1% | +8.9% | +8.6% |
| 6M | +1.2% | +8.9% | -7.7% | -7.1% |
| YTD | -0.8% | +14.7% | -15.5% | -13.5% |
| 1Y | -14.3% | +19.4% | -33.8% | -28.3% |
| 3Y | +121.4% | +65.4% | +56.0% | +34.7% |
| 5Y | +74.5% | +77.6% | -3.1% | +2.1% |
| 10Y | +418.8% | +207.8% | +211.1% | +85.0% |
| All | +418.8% | +202.0% | +216.8% | +85.0% |
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