-17.3%
META vs BTDR
-4.8%
-12.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.8% |
| 7D | +6.7% | +20.0% | -13.3% | +5.7% |
| 30D | +4.8% | +11.9% | -7.2% | +3.9% |
| 3M | -1.6% | -36.9% | +35.3% | +1.3% |
| 6M | -7.5% | +56.5% | -64.0% | -10.6% |
| YTD | -6.4% | +10.4% | -16.8% | -8.9% |
| 1Y | -17.3% | +3.1% | -20.4% | -19.9% |
| All | -17.3% | -4.8% | -12.6% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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