+404.3%
META vs ACWI
+219.0%
+185.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | -2.4% | +1.6% | +2.4% |
| 30D | -15.4% | -5.2% | -10.2% | -9.1% |
| 3M | +3.5% | -4.8% | +8.3% | +10.8% |
| 6M | -0.3% | -1.3% | +1.0% | +1.2% |
| YTD | -7.3% | +8.4% | -15.7% | -17.1% |
| 1Y | -1.1% | +11.0% | -12.1% | -14.4% |
| 3Y | +95.1% | +70.6% | +24.5% | -3.4% |
| 5Y | +80.6% | +55.3% | +25.3% | +4.8% |
| All | +404.3% | +219.0% | +185.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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