+96.8%
META vs BX
+35.3%
+61.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.4% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | -13.0% | +14.2% | -27.2% | -17.0% |
| 3M | +7.9% | -18.7% | +26.7% | +15.4% |
| 6M | +4.2% | +2.5% | +1.8% | +2.2% |
| YTD | -2.5% | -18.8% | +16.3% | +3.5% |
| 1Y | +5.6% | -10.3% | +15.9% | +7.3% |
| 3Y | +96.8% | +35.4% | +61.4% | +80.5% |
| All | +96.8% | +35.3% | +61.5% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling