+74.5%
META vs BLK
+31.1%
+43.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.1% | +8.7% | +8.0% |
| 7D | +10.3% | -2.7% | +12.9% | +12.2% |
| 30D | +9.9% | -4.8% | +14.6% | +13.4% |
| 3M | +11.9% | +6.5% | +5.4% | +6.4% |
| 6M | +1.2% | +13.1% | -12.0% | -8.4% |
| YTD | -0.8% | +1.8% | -2.6% | -3.8% |
| 1Y | -14.3% | -1.0% | -13.4% | -15.8% |
| 3Y | +121.4% | +66.0% | +55.4% | +42.0% |
| 5Y | +74.5% | +31.2% | +43.2% | +30.1% |
| All | +74.5% | +31.1% | +43.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling