+405.1%
META vs BLK
+277.4%
+127.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | +5.5% | -5.2% | +10.7% | +8.8% |
| 30D | +7.6% | -7.0% | +14.6% | +12.2% |
| 3M | +13.0% | +5.7% | +7.3% | +8.7% |
| 6M | -1.3% | +11.0% | -12.3% | -8.1% |
| YTD | -2.2% | +0.9% | -3.1% | -4.0% |
| 1Y | -14.0% | -1.6% | -12.4% | -14.8% |
| 3Y | +118.2% | +64.5% | +53.7% | +55.7% |
| 5Y | +71.7% | +30.9% | +40.8% | +38.1% |
| All | +405.1% | +277.4% | +127.7% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BLK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling