+1,511.3%
META vs BTG
+113.9%
+1,397.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.6% | +0.7% |
| 7D | -0.8% | +17.4% | -18.2% | -1.6% |
| 30D | -15.4% | +8.0% | -23.4% | -15.8% |
| 3M | +3.5% | +32.5% | -29.0% | +1.9% |
| 6M | -0.3% | +21.6% | -21.9% | -1.6% |
| YTD | -7.3% | +21.2% | -28.6% | -8.8% |
| 1Y | -1.1% | +43.9% | -45.0% | -3.4% |
| 3Y | +95.1% | +78.6% | +16.5% | +87.0% |
| 5Y | +80.6% | +48.8% | +31.8% | +73.3% |
| 10Y | +410.1% | +136.8% | +273.3% | +388.4% |
| All | +1,511.3% | +113.9% | +1,397.4% | +1,353.9% |
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