+1,527.5%
META vs BBY
+708.4%
+819.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.3% |
| 7D | +6.7% | +9.5% | -2.8% | +4.4% |
| 30D | +4.8% | +6.8% | -2.1% | +3.0% |
| 3M | -1.6% | +28.9% | -30.5% | -7.5% |
| 6M | -7.5% | +37.8% | -45.3% | -15.0% |
| YTD | -6.4% | +38.7% | -45.1% | -14.4% |
| 1Y | -17.3% | +23.7% | -41.0% | -22.6% |
| 3Y | +109.9% | +39.1% | +70.8% | +86.4% |
| 5Y | +65.4% | -0.4% | +65.8% | +55.5% |
| 10Y | +391.8% | +234.0% | +157.8% | +276.6% |
| All | +1,527.5% | +708.4% | +819.1% | +968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling