+1,560.5%
META vs BG
+139.8%
+1,420.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.1% |
| 7D | -0.2% | +3.4% | -3.6% | -0.8% |
| 30D | -15.4% | -3.8% | -11.6% | -14.9% |
| 3M | +5.0% | -9.6% | +14.6% | +6.5% |
| 6M | +5.2% | -19.5% | +24.7% | +8.5% |
| YTD | -4.5% | +14.6% | -19.1% | -8.3% |
| 1Y | +0.6% | +6.6% | -6.0% | -2.1% |
| 3Y | +93.1% | +4.7% | +88.4% | +85.7% |
| 5Y | +93.7% | +22.1% | +71.6% | +77.4% |
| 10Y | +433.3% | +109.2% | +324.2% | +305.4% |
| All | +1,560.5% | +139.8% | +1,420.7% | +1,280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling