+5.6%
META vs BLK
+14.6%
-9.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +5.2% | +3.7% | +1.4% | +3.5% |
| 30D | -13.0% | +13.9% | -26.9% | -17.7% |
| 3M | +7.9% | +3.9% | +4.0% | +6.2% |
| 6M | +4.2% | +13.0% | -8.7% | -1.8% |
| YTD | -2.5% | +16.1% | -18.7% | -10.0% |
| 1Y | +5.6% | +16.8% | -11.2% | -2.7% |
| All | +5.6% | +14.6% | -9.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling