+375.1%
META vs BG
+159.1%
+216.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.3% |
| 7D | +6.0% | +2.4% | +3.7% | +5.6% |
| 30D | +3.6% | +15.0% | -11.4% | +1.1% |
| 3M | +4.9% | -0.7% | +5.6% | +4.7% |
| 6M | -4.7% | +7.5% | -12.2% | -6.6% |
| YTD | -6.9% | +41.6% | -48.5% | -13.6% |
| 1Y | -18.2% | +50.7% | -68.8% | -25.2% |
| 3Y | +107.8% | +20.3% | +87.5% | +95.8% |
| 5Y | +63.9% | +85.2% | -21.3% | +38.4% |
| 10Y | +375.1% | +160.6% | +214.4% | +246.4% |
| All | +375.1% | +159.1% | +216.0% | +246.4% |
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