+93.1%
META vs A
+16.0%
+77.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.7% |
| 7D | +5.7% | +4.8% | +1.0% | +3.5% |
| 30D | -10.8% | +5.6% | -16.4% | -13.0% |
| 3M | +8.4% | +23.6% | -15.2% | -2.0% |
| 6M | +5.4% | +56.4% | -51.0% | -15.5% |
| YTD | -2.6% | +33.4% | -36.0% | -16.1% |
| 1Y | +3.5% | +23.7% | -20.2% | -7.5% |
| 3Y | +102.0% | +71.0% | +31.0% | +38.8% |
| 5Y | +93.1% | +16.8% | +76.2% | +69.4% |
| All | +93.1% | +16.0% | +77.1% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling