+425.7%
META vs BX
+700.3%
-274.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +3.4% |
| 7D | +5.7% | +3.3% | +2.5% | +4.1% |
| 30D | -10.8% | +9.6% | -20.3% | -15.0% |
| 3M | +8.4% | -8.7% | +17.1% | +11.8% |
| 6M | +5.4% | +2.2% | +3.2% | +2.3% |
| YTD | -2.6% | -16.2% | +13.6% | +2.3% |
| 1Y | +3.5% | -11.5% | +15.0% | +5.5% |
| 3Y | +102.0% | +41.0% | +61.0% | +56.2% |
| 5Y | +93.1% | +1.1% | +92.0% | +68.6% |
| 10Y | +425.7% | +710.1% | -284.4% | +106.2% |
| All | +425.7% | +700.3% | -274.7% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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