+375.1%
META vs BR
+183.7%
+191.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.8% |
| 7D | +6.0% | -5.9% | +12.0% | +9.6% |
| 30D | +3.6% | +1.9% | +1.7% | +2.2% |
| 3M | +4.9% | +14.7% | -9.8% | -3.7% |
| 6M | -4.7% | -12.8% | +8.1% | +1.8% |
| YTD | -6.9% | -23.0% | +16.1% | +6.3% |
| 1Y | -18.2% | -31.7% | +13.5% | +0.1% |
| 3Y | +107.8% | -4.8% | +112.5% | +102.6% |
| 5Y | +63.9% | +7.8% | +56.1% | +45.4% |
| 10Y | +375.1% | +184.1% | +191.0% | +166.7% |
| All | +375.1% | +183.7% | +191.3% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling