+1,527.5%
META vs ALL
+969.2%
+558.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +4.8% | -1.5% | +6.2% | +5.2% |
| 3M | -1.6% | +23.6% | -25.3% | -8.9% |
| 6M | -7.5% | +22.3% | -29.8% | -14.3% |
| YTD | -6.4% | +26.5% | -32.9% | -14.6% |
| 1Y | -17.3% | +27.0% | -44.4% | -25.1% |
| 3Y | +109.9% | +149.6% | -39.7% | +43.6% |
| 5Y | +65.4% | +118.1% | -52.7% | +16.8% |
| 10Y | +391.8% | +369.0% | +22.8% | +137.8% |
| All | +1,527.5% | +969.2% | +558.3% | +514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling