+1,593.8%
META vs VYM
+448.4%
+1,145.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -10.8% | +3.0% | -13.7% | -13.3% |
| 3M | +7.9% | -1.0% | +8.9% | +8.9% |
| 6M | +5.4% | +6.4% | -1.0% | -1.0% |
| YTD | -2.6% | +15.9% | -18.5% | -15.9% |
| 1Y | +1.9% | +18.7% | -16.9% | -14.2% |
| 3Y | +97.0% | +72.8% | +24.2% | +15.0% |
| 5Y | +97.6% | +71.2% | +26.4% | +19.2% |
| 10Y | +436.0% | +203.5% | +232.6% | +87.5% |
| All | +1,593.8% | +448.4% | +1,145.4% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling