+186.1%
META vs BE
+1,252.2%
-1,066.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.4% | -6.4% | +0.3% |
| 7D | +6.7% | +20.0% | -13.3% | +4.7% |
| 30D | +4.8% | +7.9% | -3.2% | +3.7% |
| 3M | -1.6% | -13.2% | +11.6% | -2.0% |
| 6M | -7.5% | +53.5% | -60.9% | -14.6% |
| YTD | -6.4% | +191.0% | -197.4% | -20.2% |
| 1Y | -17.3% | +360.5% | -377.9% | -34.8% |
| 3Y | +109.9% | +1,568.0% | -1,458.1% | +32.1% |
| 5Y | +65.4% | +1,055.2% | -989.8% | +4.8% |
| All | +186.1% | +1,252.2% | -1,066.2% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling