+444.1%
META vs BP
+129.9%
+314.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | -6.3% | +9.6% | +4.5% |
| 30D | -10.8% | -3.6% | -7.1% | -10.2% |
| 3M | +7.9% | +5.2% | +2.7% | +6.5% |
| 6M | +5.4% | +5.3% | +0.1% | +3.5% |
| YTD | -2.6% | +33.1% | -35.7% | -10.1% |
| 1Y | +1.9% | +26.3% | -24.4% | -5.0% |
| 3Y | +97.0% | +47.5% | +49.4% | +74.8% |
| 5Y | +97.6% | +106.2% | -8.5% | +56.9% |
| All | +444.1% | +129.9% | +314.2% | +344.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling