+65.8%
META vs BTDR
+26.7%
+39.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -0.7% |
| 7D | +6.0% | +22.4% | -16.4% | +4.9% |
| 30D | +3.6% | +16.5% | -12.8% | +2.5% |
| 3M | +4.9% | -31.5% | +36.4% | +6.3% |
| 6M | -4.7% | +74.0% | -78.7% | -8.7% |
| YTD | -6.9% | +13.0% | -19.9% | -9.2% |
| 1Y | -18.2% | -0.2% | -17.9% | -20.5% |
| 3Y | +107.8% | +9.9% | +97.9% | +90.4% |
| 5Y | +63.9% | +28.1% | +35.8% | +40.8% |
| All | +65.8% | +26.7% | +39.1% | +43.7% |
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