+73.5%
META vs BTDR
-33.9%
+107.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.8% | +4.6% |
| 7D | +5.7% | +7.1% | -1.4% | +5.1% |
| 30D | -10.8% | -31.4% | +20.6% | -9.2% |
| 3M | +8.4% | -39.2% | +47.7% | +10.5% |
| 6M | +5.4% | -50.9% | +56.3% | +8.0% |
| YTD | -2.6% | -41.0% | +38.4% | -2.1% |
| 1Y | +3.5% | -69.9% | +73.5% | +7.3% |
| 3Y | +102.0% | +87.3% | +14.7% | +91.0% |
| 5Y | +93.1% | -33.6% | +126.7% | +72.0% |
| All | +73.5% | -33.9% | +107.4% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling