+0.8%
META vs BP
+35.3%
-34.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +0.3% |
| 7D | +2.9% | -8.4% | +11.3% | +0.4% |
| 30D | -15.1% | +2.2% | -17.3% | -14.1% |
| 3M | +7.2% | +8.8% | -1.6% | +10.9% |
| 6M | +3.4% | -0.5% | +3.9% | +5.6% |
| YTD | -4.3% | +36.2% | -40.5% | +2.8% |
| 1Y | +0.8% | +36.6% | -35.8% | +6.8% |
| All | +0.8% | +35.3% | -34.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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