+79.1%
META vs BIL
+19.4%
+59.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.1% | -0.3% | -2.9% | -2.2% |
| 30D | -18.1% | 0.0% | -18.1% | -18.0% |
| 3M | +2.9% | +0.3% | +2.5% | +1.3% |
| 6M | +0.2% | +1.2% | -1.0% | -4.8% |
| YTD | -8.1% | +2.4% | -10.5% | -18.4% |
| 1Y | -4.5% | +3.0% | -7.6% | -18.3% |
| 3Y | +94.2% | +13.1% | +81.0% | -36.2% |
| 5Y | +79.1% | +19.4% | +59.7% | -70.1% |
| All | +79.1% | +19.4% | +59.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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