+0.8%
META vs BR
-14.2%
+15.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.1% |
| 7D | +2.9% | +7.0% | -4.1% | +2.0% |
| 30D | -15.1% | +19.0% | -34.1% | -17.2% |
| 3M | +7.2% | +13.1% | -5.9% | +5.2% |
| 6M | +3.4% | +24.6% | -21.2% | -0.4% |
| YTD | -4.3% | -13.6% | +9.3% | -5.5% |
| 1Y | +0.8% | -13.1% | +13.9% | -0.2% |
| All | +0.8% | -14.2% | +15.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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