+1,527.5%
META vs BLK
+828.0%
+699.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +6.7% | -3.6% | +10.3% | +8.9% |
| 30D | +4.8% | -1.0% | +5.8% | +5.3% |
| 3M | -1.6% | +10.4% | -12.0% | -7.3% |
| 6M | -7.5% | +8.2% | -15.6% | -12.2% |
| YTD | -6.4% | +6.0% | -12.4% | -10.4% |
| 1Y | -17.3% | +3.3% | -20.7% | -20.1% |
| 3Y | +109.9% | +70.3% | +39.7% | +50.7% |
| 5Y | +65.4% | +34.5% | +30.9% | +33.7% |
| 10Y | +391.8% | +281.9% | +109.9% | +130.9% |
| All | +1,527.5% | +828.0% | +699.5% | +448.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling