+1,527.5%
META vs BTG
+121.4%
+1,406.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +6.7% | -0.9% | +7.6% | +6.7% |
| 30D | +4.8% | +36.8% | -32.1% | +3.1% |
| 3M | -1.6% | +23.1% | -24.7% | -2.8% |
| 6M | -7.5% | +3.5% | -10.9% | -8.0% |
| YTD | -6.4% | +25.5% | -31.9% | -7.9% |
| 1Y | -17.3% | +40.1% | -57.4% | -19.2% |
| 3Y | +109.9% | +101.1% | +8.8% | +100.3% |
| 5Y | +65.4% | +70.6% | -5.2% | +58.1% |
| 10Y | +391.8% | +152.1% | +239.7% | +370.3% |
| All | +1,527.5% | +121.4% | +1,406.1% | +1,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling