+462.9%
META vs ALL
+377.9%
+85.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +5.2% | +5.0% | +0.1% | +3.6% |
| 30D | -13.0% | +13.3% | -26.3% | -16.4% |
| 3M | +7.9% | +3.2% | +4.8% | +6.5% |
| 6M | +4.2% | +25.3% | -21.1% | -3.8% |
| YTD | -2.5% | +30.5% | -33.0% | -11.7% |
| 1Y | +5.6% | +29.2% | -23.6% | -4.1% |
| 3Y | +96.8% | +119.1% | -22.3% | +44.4% |
| 5Y | +90.0% | +162.6% | -72.6% | +27.0% |
| All | +462.9% | +377.9% | +85.0% | +228.5% |
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