+436.0%
META vs BLK
+323.7%
+112.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | +3.3% | +5.2% | -2.0% | +0.1% |
| 30D | -10.8% | +12.9% | -23.7% | -17.3% |
| 3M | +7.9% | +8.6% | -0.7% | +2.2% |
| 6M | +5.4% | +13.9% | -8.5% | -3.5% |
| YTD | -2.6% | +16.1% | -18.6% | -12.4% |
| 1Y | +1.9% | +15.3% | -13.4% | -8.3% |
| 3Y | +97.0% | +96.5% | +0.5% | +25.5% |
| 5Y | +97.6% | +43.8% | +53.8% | +49.2% |
| 10Y | +436.0% | +316.8% | +119.3% | +146.9% |
| All | +436.0% | +323.7% | +112.3% | +146.9% |
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