+447.1%
META vs ALL
+376.2%
+70.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | -18.2% | +12.8% | -31.0% | -21.3% |
| 3M | +7.8% | +4.7% | +3.1% | +5.9% |
| 6M | +3.6% | +24.9% | -21.3% | -4.3% |
| YTD | -5.3% | +30.0% | -35.3% | -14.1% |
| 1Y | +2.7% | +29.9% | -27.2% | -6.9% |
| 3Y | +91.5% | +117.5% | -26.0% | +40.9% |
| 5Y | +84.7% | +161.7% | -77.0% | +23.6% |
| All | +447.1% | +376.2% | +70.8% | +219.6% |
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