+61.1%
META vs BTSG
+505.2%
-444.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -0.2% | +4.0% | -4.2% | -0.8% |
| 30D | -15.4% | +15.3% | -30.6% | -17.1% |
| 3M | +5.0% | +25.4% | -20.4% | +1.4% |
| 6M | +5.2% | +31.9% | -26.7% | -1.0% |
| YTD | -4.5% | +93.9% | -98.4% | -16.7% |
| 1Y | +0.6% | +114.2% | -113.5% | -13.8% |
| All | +61.1% | +505.2% | -444.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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