+375.1%
META vs BX
+686.2%
-311.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.2% |
| 7D | +6.0% | -2.0% | +8.0% | +7.0% |
| 30D | +3.6% | -2.3% | +5.9% | +4.5% |
| 3M | +4.9% | +18.5% | -13.6% | -3.8% |
| 6M | -4.7% | +23.7% | -28.4% | -15.4% |
| YTD | -6.9% | -10.4% | +3.5% | -4.3% |
| 1Y | -18.2% | -19.6% | +1.4% | -11.9% |
| 3Y | +107.8% | +30.8% | +77.0% | +68.4% |
| 5Y | +63.9% | +24.3% | +39.6% | +30.5% |
| 10Y | +375.1% | +679.5% | -304.4% | +80.2% |
| All | +375.1% | +686.2% | -311.2% | +80.2% |
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