+66.7%
META vs BTDR
+23.8%
+42.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -1.6% | -36.9% | +35.3% | +0.2% |
| 6M | -7.5% | +56.5% | -64.0% | -10.8% |
| YTD | -6.4% | +10.4% | -16.8% | -8.6% |
| 1Y | -17.3% | +3.1% | -20.4% | -19.9% |
| 3Y | +109.9% | -2.6% | +112.5% | +92.8% |
| 5Y | +65.4% | +25.2% | +40.2% | +42.2% |
| All | +66.7% | +23.8% | +42.9% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling