+74.5%
META vs BNY
+252.4%
-178.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.7% |
| 7D | +10.3% | +0.3% | +10.0% | +10.1% |
| 30D | +9.9% | +1.9% | +7.9% | +8.5% |
| 3M | +11.9% | +13.9% | -2.0% | +3.1% |
| 6M | +1.2% | +42.3% | -41.2% | -18.9% |
| YTD | -0.8% | +41.8% | -42.6% | -20.6% |
| 1Y | -14.3% | +57.9% | -72.3% | -36.1% |
| 3Y | +121.4% | +290.7% | -169.4% | -7.8% |
| 5Y | +74.5% | +252.3% | -177.8% | -25.5% |
| All | +74.5% | +252.4% | -178.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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