-1.1%
META vs BN
-9.2%
+8.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.8% | +5.3% | -6.1% | -2.4% |
| 30D | -15.4% | +11.9% | -27.3% | -18.4% |
| 3M | +3.5% | -5.7% | +9.3% | +5.9% |
| 6M | -0.3% | -10.6% | +10.3% | +3.5% |
| YTD | -7.3% | -9.4% | +2.0% | -6.3% |
| 1Y | -1.1% | -8.8% | +7.7% | -0.2% |
| All | -1.1% | -9.2% | +8.2% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling