+64.3%
META vs BTSG
+476.3%
-412.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.7% |
| 7D | +5.7% | +4.4% | +1.3% | +5.1% |
| 30D | -10.8% | +8.5% | -19.2% | -11.8% |
| 3M | +8.4% | +10.8% | -2.4% | +6.6% |
| 6M | +5.4% | +26.1% | -20.7% | -0.2% |
| YTD | -2.6% | +84.6% | -87.2% | -14.4% |
| 1Y | +3.5% | +108.7% | -105.1% | -11.0% |
| All | +64.3% | +476.3% | -412.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling