+93.1%
META vs BB
-18.0%
+111.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +3.8% |
| 7D | +5.7% | +15.0% | -9.3% | +2.3% |
| 30D | -10.8% | +3.5% | -14.2% | -11.9% |
| 3M | +8.4% | +2.7% | +5.7% | +6.5% |
| 6M | +5.4% | +44.7% | -39.4% | -7.7% |
| YTD | -2.6% | +143.3% | -145.9% | -26.8% |
| 1Y | +3.5% | +102.2% | -98.7% | -18.6% |
| 3Y | +102.0% | +156.1% | -54.1% | +36.5% |
| 5Y | +93.1% | -17.6% | +110.7% | +112.1% |
| All | +93.1% | -18.0% | +111.0% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling