+84.7%
META vs BTI
+151.5%
-66.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.1% | -3.2% | +6.3% | +3.4% |
| 30D | -18.2% | +9.7% | -27.9% | -19.2% |
| 3M | +7.8% | +11.1% | -3.2% | +6.3% |
| 6M | +3.6% | -1.2% | +4.8% | +3.7% |
| YTD | -5.3% | +12.7% | -17.9% | -7.7% |
| 1Y | +2.7% | +15.8% | -13.1% | -0.5% |
| 3Y | +91.5% | +148.9% | -57.4% | +49.4% |
| 5Y | +84.7% | +151.9% | -67.2% | +45.5% |
| All | +84.7% | +151.5% | -66.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling