+1,497.9%
META vs BB
-26.6%
+1,524.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -3.2% |
| 7D | -3.1% | -8.9% | +5.8% | -1.7% |
| 30D | -18.1% | -12.6% | -5.5% | -16.6% |
| 3M | +2.9% | -4.1% | +7.0% | +2.8% |
| 6M | +0.2% | +49.5% | -49.3% | -8.5% |
| YTD | -8.1% | +120.8% | -128.9% | -21.8% |
| 1Y | -4.5% | +76.2% | -80.7% | -15.9% |
| 3Y | +94.2% | +123.8% | -29.6% | +57.2% |
| 5Y | +79.1% | -24.3% | +103.3% | +66.4% |
| 10Y | +405.9% | +20.1% | +385.8% | +283.3% |
| All | +1,497.9% | -26.6% | +1,524.5% | +1,033.5% |
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 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