+96.8%
META vs BBY
+89.3%
+7.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +5.2% | +4.5% | +0.7% | +4.2% |
| 30D | -13.0% | +16.8% | -29.8% | -16.0% |
| 3M | +7.9% | +23.2% | -15.3% | +2.8% |
| 6M | +4.2% | +91.9% | -87.7% | -10.1% |
| YTD | -2.5% | +61.6% | -64.2% | -13.1% |
| 1Y | +5.6% | +43.9% | -38.3% | -3.0% |
| 3Y | +96.8% | +88.6% | +8.1% | +76.6% |
| All | +96.8% | +89.3% | +7.5% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling