+1,497.9%
META vs B
+39.0%
+1,458.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.0% |
| 7D | -3.1% | +4.3% | -7.4% | -3.5% |
| 30D | -18.1% | -0.9% | -17.2% | -18.1% |
| 3M | +2.9% | -1.4% | +4.2% | +2.8% |
| 6M | +0.2% | +5.0% | -4.8% | -0.7% |
| YTD | -8.1% | -5.8% | -2.3% | -8.3% |
| 1Y | -4.5% | +25.6% | -30.1% | -7.1% |
| 3Y | +94.2% | +161.6% | -67.4% | +75.4% |
| 5Y | +79.1% | +135.2% | -56.1% | +61.7% |
| 10Y | +405.9% | +170.7% | +235.2% | +349.7% |
| All | +1,497.9% | +39.0% | +1,458.9% | +1,341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling