+444.1%
META vs BB
+28.0%
+416.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +3.3% | +11.6% | -8.3% | +1.1% |
| 30D | -10.8% | +2.6% | -13.3% | -11.5% |
| 3M | +7.9% | +3.5% | +4.4% | +6.3% |
| 6M | +5.4% | +43.5% | -38.1% | -4.6% |
| YTD | -2.6% | +141.2% | -143.7% | -21.2% |
| 1Y | +1.9% | +97.4% | -95.5% | -14.5% |
| 3Y | +97.0% | +151.1% | -54.1% | +48.9% |
| 5Y | +97.6% | -12.8% | +110.4% | +76.8% |
| All | +444.1% | +28.0% | +416.0% | +265.2% |
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