+425.7%
META vs BG
+95.6%
+330.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.8% |
| 7D | +5.7% | +7.4% | -1.7% | +4.5% |
| 30D | -10.8% | -1.5% | -9.2% | -10.6% |
| 3M | +8.4% | -6.1% | +14.5% | +9.2% |
| 6M | +5.4% | -18.0% | +23.4% | +8.4% |
| YTD | -2.6% | +15.6% | -18.2% | -6.7% |
| 1Y | +3.5% | +9.6% | -6.0% | +0.1% |
| 3Y | +102.0% | +6.3% | +95.7% | +93.4% |
| 5Y | +93.1% | +24.6% | +68.5% | +75.2% |
| 10Y | +425.7% | +98.1% | +327.5% | +293.9% |
| All | +425.7% | +95.6% | +330.0% | +293.9% |
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