+95.1%
META vs C
+205.7%
-110.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.8% | -2.4% | +1.6% | +0.3% |
| 30D | -15.4% | -6.0% | -9.4% | -13.3% |
| 3M | +3.5% | -10.5% | +14.1% | +8.4% |
| 6M | -0.3% | -5.7% | +5.4% | +1.3% |
| YTD | -7.3% | +4.1% | -11.5% | -10.5% |
| 1Y | -1.1% | +20.5% | -21.6% | -10.7% |
| 3Y | +95.1% | +208.1% | -113.1% | +30.8% |
| All | +95.1% | +205.7% | -110.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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