+436.0%
META vs BBY
+282.3%
+153.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.6% |
| 7D | +3.3% | +10.9% | -7.6% | +0.1% |
| 30D | -10.8% | +19.6% | -30.4% | -15.8% |
| 3M | +7.9% | +27.6% | -19.7% | -0.5% |
| 6M | +5.4% | +79.4% | -74.1% | -13.1% |
| YTD | -2.6% | +61.7% | -64.3% | -17.8% |
| 1Y | +1.9% | +40.3% | -38.4% | -10.2% |
| 3Y | +97.0% | +87.9% | +9.1% | +50.9% |
| 5Y | +97.6% | +0.2% | +97.5% | +78.9% |
| 10Y | +436.0% | +274.5% | +161.6% | +263.4% |
| All | +436.0% | +282.3% | +153.7% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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