+462.9%
META vs BLK
+318.4%
+144.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +5.2% | +3.7% | +1.4% | +2.9% |
| 30D | -13.0% | +13.9% | -26.9% | -19.7% |
| 3M | +7.9% | +3.9% | +4.0% | +5.0% |
| 6M | +4.2% | +13.0% | -8.7% | -4.1% |
| YTD | -2.5% | +16.1% | -18.7% | -12.4% |
| 1Y | +5.6% | +16.8% | -11.2% | -5.6% |
| 3Y | +96.8% | +97.7% | -0.9% | +24.9% |
| 5Y | +90.0% | +42.1% | +47.9% | +44.3% |
| All | +462.9% | +318.4% | +144.6% | +159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling