-18.2%
META vs BR
-30.9%
+12.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.2% |
| 7D | +6.0% | -5.9% | +12.0% | +6.9% |
| 30D | +3.6% | +1.9% | +1.7% | +3.3% |
| 3M | +4.9% | +14.7% | -9.8% | +2.8% |
| 6M | -4.7% | -12.8% | +8.1% | -7.4% |
| YTD | -6.9% | -23.0% | +16.1% | -9.7% |
| 1Y | -18.2% | -31.7% | +13.5% | -22.2% |
| All | -18.2% | -30.9% | +12.7% | -22.2% |
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