-17.3%
META vs BTI
+5.0%
-22.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +6.7% | -1.4% | +8.1% | +6.7% |
| 30D | +4.8% | -6.6% | +11.4% | +4.4% |
| 3M | -1.6% | -3.0% | +1.4% | -1.9% |
| 6M | -7.5% | -6.7% | -0.8% | -7.3% |
| YTD | -6.4% | +0.6% | -7.0% | -7.7% |
| 1Y | -17.3% | +5.6% | -22.9% | -18.8% |
| All | -17.3% | +5.0% | -22.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling