+95.1%
META vs BP
+42.8%
+52.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -0.8% | -11.6% | +10.8% | -0.7% |
| 30D | -15.4% | 0.0% | -15.5% | -15.4% |
| 3M | +3.5% | +6.7% | -3.2% | +3.3% |
| 6M | -0.3% | +2.2% | -2.4% | +0.1% |
| YTD | -7.3% | +33.0% | -40.3% | -11.8% |
| 1Y | -1.1% | +30.7% | -31.8% | -5.7% |
| 3Y | +95.1% | +44.2% | +50.9% | +77.7% |
| All | +95.1% | +42.8% | +52.3% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling