+447.1%
META vs BBY
+285.7%
+161.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.3% |
| 7D | +3.1% | +4.0% | -1.0% | +1.8% |
| 30D | -18.2% | +17.6% | -35.8% | -22.4% |
| 3M | +7.8% | +25.9% | -18.1% | -0.2% |
| 6M | +3.6% | +85.1% | -81.5% | -15.5% |
| YTD | -5.3% | +60.6% | -65.9% | -20.0% |
| 1Y | +2.7% | +40.2% | -37.4% | -9.5% |
| 3Y | +91.5% | +86.6% | +4.9% | +46.8% |
| 5Y | +84.7% | -3.7% | +88.4% | +68.9% |
| All | +447.1% | +285.7% | +161.4% | +267.8% |
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