+1,563.7%
META vs BIL
+24.9%
+1,538.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.9% | -0.3% | +3.1% | +2.9% |
| 30D | -15.1% | 0.0% | -15.1% | -15.0% |
| 3M | +7.2% | +0.3% | +6.9% | +7.5% |
| 6M | +3.4% | +1.2% | +2.2% | +4.0% |
| YTD | -4.3% | +2.4% | -6.7% | -3.8% |
| 1Y | +0.8% | +3.0% | -2.3% | +1.2% |
| 3Y | +102.2% | +13.1% | +89.1% | +86.4% |
| 5Y | +89.4% | +19.4% | +70.0% | +80.0% |
| 10Y | +426.7% | +25.1% | +401.6% | +462.5% |
| All | +1,563.7% | +24.9% | +1,538.8% | +1,712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling