+79.1%
META vs BP
+105.3%
-26.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.8% |
| 7D | -3.1% | -11.2% | +8.1% | -2.0% |
| 30D | -18.1% | -0.7% | -17.4% | -18.1% |
| 3M | +2.9% | +9.8% | -7.0% | +1.7% |
| 6M | +0.2% | -1.6% | +1.8% | +0.3% |
| YTD | -8.1% | +33.5% | -41.6% | -13.3% |
| 1Y | -4.5% | +31.7% | -36.3% | -9.8% |
| 3Y | +94.2% | +45.1% | +49.0% | +77.2% |
| 5Y | +79.1% | +105.9% | -26.9% | +43.9% |
| All | +79.1% | +105.3% | -26.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling