+93.1%
META vs VYM
+70.5%
+22.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +2.3% |
| 7D | +5.7% | -0.7% | +6.4% | +6.7% |
| 30D | -10.8% | +2.5% | -13.3% | -13.5% |
| 3M | +8.4% | -1.2% | +9.6% | +9.9% |
| 6M | +5.4% | +5.9% | -0.5% | -2.2% |
| YTD | -2.6% | +15.4% | -18.0% | -19.3% |
| 1Y | +3.5% | +18.8% | -15.3% | -17.6% |
| 3Y | +102.0% | +73.8% | +28.2% | -6.5% |
| 5Y | +93.1% | +70.5% | +22.6% | -1.3% |
| All | +93.1% | +70.5% | +22.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling