-4.5%
META vs B
+28.2%
-32.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -3.1% | +4.3% | -7.4% | -3.6% |
| 30D | -18.1% | -0.9% | -17.2% | -18.0% |
| 3M | +2.9% | -1.4% | +4.2% | +2.7% |
| 6M | +0.2% | +5.0% | -4.8% | -1.1% |
| YTD | -8.1% | -5.8% | -2.3% | -8.7% |
| 1Y | -4.5% | +25.6% | -30.1% | -7.4% |
| All | -4.5% | +28.2% | -32.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling