+375.1%
META vs BTG
+139.8%
+235.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | -0.3% |
| 7D | +6.0% | +4.8% | +1.2% | +5.6% |
| 30D | +3.6% | +8.3% | -4.7% | +2.9% |
| 3M | +4.9% | +32.3% | -27.4% | +2.2% |
| 6M | -4.7% | +3.0% | -7.7% | -5.6% |
| YTD | -6.9% | +21.9% | -28.8% | -9.3% |
| 1Y | -18.2% | +28.2% | -46.4% | -20.9% |
| 3Y | +107.8% | +99.9% | +7.9% | +91.0% |
| 5Y | +63.9% | +73.6% | -9.6% | +51.2% |
| 10Y | +375.1% | +136.5% | +238.5% | +342.6% |
| All | +375.1% | +139.8% | +235.2% | +342.6% |
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