+197.9%
META vs BE
+926.7%
-728.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +3.4% |
| 7D | +5.2% | +10.8% | -5.7% | +3.9% |
| 30D | -13.0% | -19.8% | +6.8% | -11.5% |
| 3M | +7.9% | -18.7% | +26.7% | +9.2% |
| 6M | +4.2% | -33.7% | +38.0% | +5.5% |
| YTD | -2.5% | +121.0% | -123.5% | -15.3% |
| 1Y | +5.6% | +85.4% | -79.8% | -7.2% |
| 3Y | +96.8% | +1,709.5% | -1,612.7% | +21.1% |
| 5Y | +90.0% | +462.2% | -372.2% | +28.9% |
| All | +197.9% | +926.7% | -728.8% | +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