+436.0%
META vs BG
+95.6%
+340.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.3% |
| 7D | +3.3% | +5.0% | -1.7% | +2.4% |
| 30D | -10.8% | -3.2% | -7.5% | -10.3% |
| 3M | +7.9% | -11.2% | +19.1% | +9.7% |
| 6M | +5.4% | -19.4% | +24.8% | +8.7% |
| YTD | -2.6% | +13.6% | -16.2% | -6.4% |
| 1Y | +1.9% | +7.3% | -5.4% | -1.1% |
| 3Y | +97.0% | +3.8% | +93.2% | +89.4% |
| 5Y | +97.6% | +23.2% | +74.4% | +79.6% |
| 10Y | +436.0% | +97.9% | +338.1% | +305.3% |
| All | +436.0% | +95.6% | +340.5% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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