+63.9%
META vs VYM
+77.8%
-13.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +3.6% | -1.3% | +4.9% | +5.3% |
| 3M | +4.9% | +4.1% | +0.8% | -0.2% |
| 6M | -4.7% | +9.8% | -14.5% | -15.4% |
| YTD | -6.9% | +15.3% | -22.2% | -22.5% |
| 1Y | -18.2% | +20.0% | -38.2% | -35.4% |
| 3Y | +107.8% | +66.2% | +41.5% | +4.3% |
| 5Y | +63.9% | +77.5% | -13.6% | -18.5% |
| All | +63.9% | +77.8% | -13.9% | -18.5% |
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