+183.2%
META vs BE
+826.4%
-643.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.5% |
| 7D | -0.8% | -14.7% | +13.9% | +0.7% |
| 30D | -15.4% | -40.5% | +25.1% | -11.2% |
| 3M | +3.5% | -24.3% | +27.9% | +5.5% |
| 6M | -0.3% | -39.3% | +39.0% | +1.9% |
| YTD | -7.3% | +99.4% | -106.7% | -18.5% |
| 1Y | -1.1% | +26.6% | -27.7% | -9.5% |
| 3Y | +95.1% | +1,616.9% | -1,521.9% | +20.6% |
| 5Y | +80.6% | +441.4% | -360.8% | +23.2% |
| All | +183.2% | +826.4% | -643.2% | +56.9% |
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