+1,511.3%
META vs BR
+1,123.3%
+388.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +1.8% |
| 7D | -0.8% | +6.5% | -7.3% | -4.2% |
| 30D | -15.4% | +18.9% | -34.3% | -23.3% |
| 3M | +3.5% | +16.3% | -12.8% | -5.5% |
| 6M | -0.3% | +26.2% | -26.5% | -13.8% |
| YTD | -7.3% | -13.1% | +5.8% | -2.1% |
| 1Y | -1.1% | -10.5% | +9.4% | +2.6% |
| 3Y | +95.1% | +13.3% | +81.7% | +72.3% |
| 5Y | +80.6% | +19.9% | +60.7% | +52.9% |
| 10Y | +410.1% | +254.2% | +155.9% | +142.0% |
| All | +1,511.3% | +1,123.3% | +388.0% | +467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling