+1,497.9%
META vs ACWI
+376.7%
+1,121.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.1% | +0.8% |
| 7D | -3.1% | -4.0% | +0.9% | +1.9% |
| 30D | -18.1% | -5.8% | -12.3% | -11.8% |
| 3M | +2.9% | -5.0% | +7.9% | +9.8% |
| 6M | +0.2% | +0.7% | -0.5% | -0.9% |
| YTD | -8.1% | +8.4% | -16.5% | -16.9% |
| 1Y | -4.5% | +10.1% | -14.6% | -15.4% |
| 3Y | +94.2% | +70.8% | +23.4% | +2.6% |
| 5Y | +79.1% | +55.4% | +23.7% | +10.1% |
| 10Y | +405.9% | +223.3% | +182.6% | +55.1% |
| All | +1,497.9% | +376.7% | +1,121.2% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling