+1,527.5%
META vs BNY
+1,021.1%
+506.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.0% |
| 30D | +4.8% | +3.8% | +0.9% | +2.9% |
| 3M | -1.6% | +14.9% | -16.5% | -7.9% |
| 6M | -7.5% | +40.3% | -47.8% | -21.0% |
| YTD | -6.4% | +43.8% | -50.2% | -21.1% |
| 1Y | -17.3% | +58.9% | -76.2% | -33.6% |
| 3Y | +109.9% | +290.4% | -180.5% | +12.5% |
| 5Y | +65.4% | +250.1% | -184.7% | -8.3% |
| 10Y | +391.8% | +410.7% | -18.9% | +115.7% |
| All | +1,527.5% | +1,021.1% | +506.4% | +444.5% |
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 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