+418.8%
META vs BBY
+236.2%
+182.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.0% | +7.0% |
| 7D | +10.3% | +1.2% | +9.1% | +9.8% |
| 30D | +9.9% | +6.8% | +3.1% | +7.5% |
| 3M | +11.9% | +18.7% | -6.8% | +5.9% |
| 6M | +1.2% | +37.3% | -36.1% | -9.4% |
| YTD | -0.8% | +35.3% | -36.1% | -11.2% |
| 1Y | -14.3% | +20.7% | -35.0% | -20.8% |
| 3Y | +121.4% | +39.4% | +81.9% | +87.4% |
| 5Y | +74.5% | -1.5% | +75.9% | +60.5% |
| 10Y | +418.8% | +239.8% | +179.0% | +267.7% |
| All | +418.8% | +236.2% | +182.7% | +267.7% |
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