+62.8%
META vs B
+153.8%
-91.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +6.7% | -1.6% | +8.3% | +6.9% |
| 30D | +4.8% | +9.4% | -4.7% | +3.3% |
| 3M | -1.6% | +5.0% | -6.6% | -2.5% |
| 6M | -7.5% | -3.5% | -3.9% | -7.6% |
| YTD | -6.4% | +4.5% | -10.9% | -7.9% |
| 1Y | -17.3% | +67.8% | -85.1% | -24.8% |
| 3Y | +109.9% | +196.7% | -86.8% | +69.1% |
| All | +62.8% | +153.8% | -91.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling