+404.3%
META vs CAPR
-68.5%
+472.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.8% | +0.8% |
| 7D | -0.8% | +41.1% | -41.9% | -1.4% |
| 30D | -15.4% | +11.1% | -26.5% | -15.6% |
| 3M | +3.5% | +115.3% | -111.8% | +1.7% |
| 6M | -0.3% | -73.8% | +73.5% | +0.6% |
| YTD | -7.3% | -68.8% | +61.5% | -6.9% |
| 1Y | -1.1% | +43.3% | -44.4% | -7.0% |
| 3Y | +95.1% | +214.7% | -119.6% | +73.8% |
| 5Y | +80.6% | +141.3% | -60.7% | +59.5% |
| All | +404.3% | -68.5% | +472.8% | +313.7% |
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