+433.3%
META vs BTG
+160.5%
+272.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.8% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | -15.4% | -1.1% | -14.2% | -15.4% |
| 3M | +5.0% | +2.5% | +2.5% | +4.6% |
| 6M | +5.2% | -3.1% | +8.2% | +4.8% |
| YTD | -4.5% | +16.3% | -20.8% | -6.8% |
| 1Y | +0.6% | +27.6% | -27.0% | -2.6% |
| 3Y | +93.1% | +89.5% | +3.5% | +77.9% |
| 5Y | +93.7% | +33.6% | +60.1% | +80.9% |
| 10Y | +433.3% | +178.2% | +255.1% | +398.6% |
| All | +433.3% | +160.5% | +272.8% | +398.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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