+404.3%
META vs BB
+23.8%
+380.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | 0.0% |
| 7D | -0.8% | +3.8% | -4.6% | -1.5% |
| 30D | -15.4% | -0.3% | -15.1% | -15.7% |
| 3M | +3.5% | -0.5% | +4.0% | +2.7% |
| 6M | -0.3% | +45.9% | -46.2% | -10.1% |
| YTD | -7.3% | +130.6% | -137.9% | -24.4% |
| 1Y | -1.1% | +89.2% | -90.3% | -16.3% |
| 3Y | +95.1% | +137.5% | -42.4% | +49.0% |
| 5Y | +80.6% | -20.9% | +101.5% | +64.2% |
| All | +404.3% | +23.8% | +380.5% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling