+1,527.5%
META vs B
+54.2%
+1,473.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | +6.7% | -1.6% | +8.3% | +6.8% |
| 30D | +4.8% | +9.4% | -4.7% | +3.8% |
| 3M | -1.6% | +5.0% | -6.6% | -2.2% |
| 6M | -7.5% | -3.5% | -3.9% | -7.6% |
| YTD | -6.4% | +4.5% | -10.9% | -7.3% |
| 1Y | -17.3% | +67.8% | -85.1% | -21.7% |
| 3Y | +109.9% | +196.7% | -86.8% | +87.6% |
| 5Y | +65.4% | +151.9% | -86.6% | +48.4% |
| 10Y | +391.8% | +202.2% | +189.6% | +333.5% |
| All | +1,527.5% | +54.2% | +1,473.3% | +1,356.5% |
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