+96.8%
META vs BR
+14.9%
+81.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | -13.0% | +14.4% | -27.4% | -16.4% |
| 3M | +7.9% | +12.4% | -4.5% | +4.0% |
| 6M | +4.2% | +35.4% | -31.2% | -5.9% |
| YTD | -2.5% | -12.2% | +9.6% | +2.6% |
| 1Y | +5.6% | -12.7% | +18.3% | +11.4% |
| 3Y | +96.8% | +14.3% | +82.5% | +82.0% |
| All | +96.8% | +14.9% | +81.9% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling