+447.1%
META vs BN
+297.2%
+149.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +3.1% | -0.3% | +3.3% | +3.3% |
| 30D | -18.2% | +13.6% | -31.8% | -24.0% |
| 3M | +7.8% | -6.7% | +14.5% | +11.4% |
| 6M | +3.6% | -9.0% | +12.6% | +8.1% |
| YTD | -5.3% | -8.8% | +3.5% | -2.2% |
| 1Y | +2.7% | -10.6% | +13.4% | +6.9% |
| 3Y | +91.5% | +98.8% | -7.3% | +23.9% |
| 5Y | +84.7% | +33.6% | +51.1% | +47.0% |
| All | +447.1% | +297.2% | +149.9% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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