+1,527.5%
META vs VYM
+448.0%
+1,079.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -0.5% | +5.3% | +5.3% |
| 3M | -1.6% | +3.0% | -4.7% | -4.4% |
| 6M | -7.5% | +8.2% | -15.7% | -14.4% |
| YTD | -6.4% | +15.8% | -22.2% | -19.1% |
| 1Y | -17.3% | +20.8% | -38.2% | -31.5% |
| 3Y | +109.9% | +65.3% | +44.7% | +28.0% |
| 5Y | +65.4% | +76.6% | -11.2% | -2.9% |
| 10Y | +391.8% | +203.9% | +187.9% | +72.0% |
| All | +1,527.5% | +448.0% | +1,079.5% | +280.6% |
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