+404.3%
META vs A
+319.7%
+84.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.7% |
| 30D | -15.4% | +3.4% | -18.8% | -16.8% |
| 3M | +3.5% | +23.8% | -20.3% | -7.4% |
| 6M | -0.3% | +49.0% | -49.3% | -19.7% |
| YTD | -7.3% | +29.4% | -36.7% | -20.3% |
| 1Y | -1.1% | +19.4% | -20.5% | -11.4% |
| 3Y | +95.1% | +66.2% | +28.9% | +37.1% |
| 5Y | +80.6% | +15.8% | +64.8% | +55.3% |
| All | +404.3% | +319.7% | +84.6% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling