+1,594.6%
META vs BNY
+948.8%
+645.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +5.2% | +3.9% | +1.3% | +3.4% |
| 30D | -13.0% | +11.9% | -24.9% | -17.3% |
| 3M | +7.9% | -5.0% | +13.0% | +10.3% |
| 6M | +4.2% | +14.6% | -10.4% | -2.5% |
| YTD | -2.5% | +34.5% | -37.0% | -15.5% |
| 1Y | +5.6% | +40.6% | -35.0% | -10.3% |
| 3Y | +96.8% | +261.7% | -164.9% | +9.1% |
| 5Y | +90.0% | +192.3% | -102.2% | +13.4% |
| 10Y | +444.3% | +324.0% | +120.3% | +159.0% |
| All | +1,594.6% | +948.8% | +645.8% | +483.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling