+107.3%
META vs BB
+38.2%
+69.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -5.6% | +12.3% | +7.4% |
| 30D | +4.8% | -11.8% | +16.6% | +6.2% |
| 3M | -1.6% | -25.5% | +23.9% | +1.4% |
| 6M | -7.5% | +121.3% | -128.7% | -19.0% |
| YTD | -6.4% | +103.2% | -109.6% | -17.1% |
| 1Y | -17.3% | +102.6% | -120.0% | -27.0% |
| All | +107.3% | +38.2% | +69.1% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling