+81.9%
META vs BTI
+155.8%
-73.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.2% |
| 7D | -0.8% | -1.0% | +0.2% | -0.7% |
| 30D | -15.4% | +13.0% | -28.4% | -16.8% |
| 3M | +3.5% | +5.3% | -1.8% | +2.8% |
| 6M | -0.3% | +5.3% | -5.6% | -1.3% |
| YTD | -7.3% | +12.4% | -19.7% | -9.7% |
| 1Y | -1.1% | +18.9% | -20.0% | -4.7% |
| 3Y | +95.1% | +144.0% | -49.0% | +53.3% |
| All | +81.9% | +155.8% | -73.9% | +41.4% |
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