+81.9%
META vs BX
-0.9%
+82.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -0.8% | +1.8% | -2.6% | -1.7% |
| 30D | -15.4% | +7.9% | -23.3% | -18.9% |
| 3M | +3.5% | -9.6% | +13.1% | +7.2% |
| 6M | -0.3% | -2.3% | +2.0% | -1.2% |
| YTD | -7.3% | -19.3% | +11.9% | -0.6% |
| 1Y | -1.1% | -13.2% | +12.2% | +1.9% |
| 3Y | +95.1% | +33.8% | +61.3% | +49.6% |
| All | +81.9% | -0.9% | +82.9% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling