+462.9%
META vs BTG
+164.8%
+298.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | +5.2% | -9.1% | +14.2% | +6.0% |
| 30D | -13.0% | -1.6% | -11.4% | -13.0% |
| 3M | +7.9% | -2.8% | +10.7% | +8.0% |
| 6M | +4.2% | -7.6% | +11.8% | +4.3% |
| YTD | -2.5% | +10.2% | -12.8% | -4.4% |
| 1Y | +5.6% | +21.3% | -15.7% | +2.6% |
| 3Y | +96.8% | +82.7% | +14.1% | +81.8% |
| 5Y | +90.0% | +30.8% | +59.2% | +77.9% |
| All | +462.9% | +164.8% | +298.1% | +429.3% |
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