+412.4%
META vs BLK
+280.8%
+131.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +7.8% |
| 7D | +10.3% | -2.7% | +12.9% | +12.0% |
| 30D | +9.9% | -4.8% | +14.6% | +12.9% |
| 3M | +11.9% | +6.5% | +5.4% | +7.2% |
| 6M | +1.2% | +13.2% | -12.0% | -6.9% |
| YTD | -0.8% | +1.8% | -2.6% | -3.2% |
| 1Y | -14.3% | -1.0% | -13.4% | -15.4% |
| 3Y | +121.4% | +66.0% | +55.4% | +57.1% |
| 5Y | +74.5% | +31.2% | +43.2% | +40.0% |
| All | +412.4% | +280.8% | +131.6% | +166.5% |
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