+86.4%
META vs BX
-0.1%
+86.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.3% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | -13.0% | +14.2% | -27.2% | -18.7% |
| 3M | +7.9% | -18.7% | +26.7% | +17.8% |
| 6M | +4.2% | +2.5% | +1.8% | +1.0% |
| YTD | -2.5% | -18.8% | +16.3% | +4.3% |
| 1Y | +5.6% | -10.3% | +15.9% | +7.0% |
| 3Y | +96.8% | +35.4% | +61.4% | +49.9% |
| All | +86.4% | -0.1% | +86.5% | +58.4% |
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