+81.9%
META vs ALL
+143.1%
-61.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.7% |
| 7D | -0.8% | -1.9% | +1.2% | -0.5% |
| 30D | -15.4% | +13.8% | -29.2% | -17.7% |
| 3M | +3.5% | -7.0% | +10.5% | +4.8% |
| 6M | -0.3% | +18.0% | -18.3% | -4.3% |
| YTD | -7.3% | +24.2% | -31.5% | -12.4% |
| 1Y | -1.1% | +31.2% | -32.3% | -8.0% |
| 3Y | +95.1% | +107.5% | -12.5% | +56.8% |
| All | +81.9% | +143.1% | -61.1% | +47.7% |
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