+425.7%
META vs BR
+266.7%
+159.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.6% |
| 7D | +5.7% | +4.4% | +1.3% | +3.2% |
| 30D | -10.8% | +16.3% | -27.0% | -18.2% |
| 3M | +8.4% | +16.2% | -7.8% | -1.1% |
| 6M | +5.4% | +30.3% | -24.9% | -10.9% |
| YTD | -2.6% | -12.2% | +9.6% | +2.8% |
| 1Y | +3.5% | -11.3% | +14.8% | +8.4% |
| 3Y | +102.0% | +15.2% | +86.8% | +75.2% |
| 5Y | +93.1% | +18.0% | +75.0% | +62.2% |
| 10Y | +425.7% | +268.7% | +157.0% | +156.0% |
| All | +425.7% | +266.7% | +159.0% | +156.0% |
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