-1.1%
META vs BEN
+54.9%
-56.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | -0.9% |
| 7D | -0.8% | +6.6% | -7.4% | -3.1% |
| 30D | -15.4% | +3.8% | -19.3% | -16.6% |
| 3M | +3.5% | +0.2% | +3.3% | +3.2% |
| 6M | -0.3% | +10.4% | -10.7% | -3.9% |
| YTD | -7.3% | +46.2% | -53.5% | -20.8% |
| 1Y | -1.1% | +52.3% | -53.3% | -16.0% |
| All | -1.1% | +54.9% | -56.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling