+197.7%
META vs BE
+936.8%
-739.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.9% | -6.8% | +3.9% |
| 7D | +5.7% | -1.2% | +6.9% | +5.6% |
| 30D | -10.8% | -30.9% | +20.1% | -7.8% |
| 3M | +8.4% | -11.6% | +20.0% | +8.8% |
| 6M | +5.4% | -25.7% | +31.1% | +5.5% |
| YTD | -2.6% | +123.1% | -125.7% | -15.3% |
| 1Y | +3.5% | +43.4% | -39.9% | -6.5% |
| 3Y | +102.0% | +1,683.6% | -1,581.6% | +24.7% |
| 5Y | +93.1% | +465.4% | -372.3% | +31.1% |
| All | +197.7% | +936.8% | -739.1% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 BE 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