+62.8%
META vs BG
+76.3%
-13.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +6.7% | +2.8% | +3.9% | +6.3% |
| 30D | +4.8% | +12.0% | -7.3% | +3.2% |
| 3M | -1.6% | -7.7% | +6.1% | -0.7% |
| 6M | -7.5% | +4.5% | -12.0% | -8.6% |
| YTD | -6.4% | +35.7% | -42.1% | -11.6% |
| 1Y | -17.3% | +50.1% | -67.4% | -23.4% |
| 3Y | +109.9% | +12.6% | +97.3% | +101.8% |
| All | +62.8% | +76.3% | -13.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling