-14.3%
META vs VYM
+19.4%
-33.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +7.0% |
| 7D | +10.3% | -1.0% | +11.2% | +11.2% |
| 30D | +9.9% | -2.0% | +11.9% | +11.8% |
| 3M | +11.9% | +3.1% | +8.9% | +9.1% |
| 6M | +1.2% | +8.9% | -7.7% | -7.9% |
| YTD | -0.8% | +14.7% | -15.5% | -13.4% |
| 1Y | -14.3% | +19.4% | -33.8% | -27.3% |
| All | -14.3% | +19.4% | -33.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling