+404.3%
META vs BTI
+115.4%
+288.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.6% |
| 30D | -15.4% | +13.0% | -28.4% | -17.9% |
| 3M | +3.5% | +5.3% | -1.8% | +2.0% |
| 6M | -0.3% | +5.3% | -5.6% | -2.2% |
| YTD | -7.3% | +12.4% | -19.7% | -11.0% |
| 1Y | -1.1% | +18.9% | -20.0% | -6.4% |
| 3Y | +95.1% | +144.0% | -49.0% | +47.8% |
| 5Y | +80.6% | +156.3% | -75.7% | +34.2% |
| All | +404.3% | +115.4% | +288.9% | +253.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling