+425.7%
META vs ALL
+367.3%
+58.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +5.7% | -3.9% | +9.6% | +6.9% |
| 30D | -10.8% | +10.6% | -21.4% | -13.6% |
| 3M | +8.4% | -4.6% | +13.0% | +9.5% |
| 6M | +5.4% | +20.2% | -14.8% | -1.5% |
| YTD | -2.6% | +23.7% | -26.3% | -10.3% |
| 1Y | +3.5% | +27.9% | -24.4% | -5.9% |
| 3Y | +102.0% | +109.2% | -7.2% | +50.5% |
| 5Y | +93.1% | +148.0% | -54.9% | +31.7% |
| 10Y | +425.7% | +363.8% | +61.9% | +234.1% |
| All | +425.7% | +367.3% | +58.3% | +234.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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