+62.8%
META vs ALL
+118.4%
-55.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -1.5% | +6.2% | +5.0% |
| 3M | -1.6% | +23.6% | -25.3% | -6.2% |
| 6M | -7.5% | +22.3% | -29.8% | -11.7% |
| YTD | -6.4% | +26.5% | -32.9% | -11.6% |
| 1Y | -17.3% | +27.0% | -44.4% | -22.2% |
| 3Y | +109.9% | +149.6% | -39.7% | +61.3% |
| All | +62.8% | +118.4% | -55.6% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling