+93.4%
META vs ACWI
+70.4%
+23.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | +1.3% |
| 7D | -3.1% | -4.0% | +0.9% | +2.4% |
| 30D | -18.1% | -5.8% | -12.3% | -11.0% |
| 3M | +2.9% | -5.0% | +7.9% | +10.5% |
| 6M | +0.2% | +0.7% | -0.5% | -1.2% |
| YTD | -8.1% | +8.4% | -16.5% | -18.8% |
| 1Y | -4.5% | +10.1% | -14.6% | -17.6% |
| All | +93.4% | +70.4% | +23.0% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling