+425.7%
META vs CAPR
-64.9%
+490.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +5.0% |
| 7D | +5.7% | +36.0% | -30.3% | +5.2% |
| 30D | -10.8% | +25.8% | -36.6% | -11.2% |
| 3M | +8.4% | +140.8% | -132.4% | +6.3% |
| 6M | +5.4% | -67.6% | +73.0% | +5.9% |
| YTD | -2.6% | -65.9% | +63.3% | -2.3% |
| 1Y | +3.5% | +66.1% | -62.6% | -2.9% |
| 3Y | +102.0% | +256.9% | -154.9% | +79.5% |
| 5Y | +93.1% | +172.1% | -79.0% | +70.3% |
| 10Y | +425.7% | -64.7% | +490.4% | +329.0% |
| All | +425.7% | -64.9% | +490.6% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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