+1,527.5%
META vs BB
-32.5%
+1,560.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | -5.6% | +12.3% | +7.7% |
| 30D | +4.8% | -11.8% | +16.6% | +6.6% |
| 3M | -1.6% | -25.5% | +23.9% | +1.9% |
| 6M | -7.5% | +121.3% | -128.7% | -20.9% |
| YTD | -6.4% | +103.2% | -109.6% | -18.9% |
| 1Y | -17.3% | +102.6% | -120.0% | -28.7% |
| 3Y | +109.9% | +37.5% | +72.4% | +83.9% |
| 5Y | +65.4% | -30.4% | +95.8% | +56.1% |
| 10Y | +391.8% | 0.0% | +391.8% | +282.4% |
| All | +1,527.5% | -32.5% | +1,560.0% | +1,075.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling