+79.1%
META vs CAPR
+126.3%
-47.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.9% |
| 7D | -3.1% | +29.7% | -32.8% | -3.3% |
| 30D | -18.1% | +11.0% | -29.1% | -18.2% |
| 3M | +2.9% | +118.8% | -116.0% | +1.8% |
| 6M | +0.2% | -73.9% | +74.1% | +0.6% |
| YTD | -8.1% | -70.2% | +62.1% | -7.9% |
| 1Y | -4.5% | +38.3% | -42.8% | -7.7% |
| 3Y | +94.2% | +199.7% | -105.5% | +68.1% |
| 5Y | +79.1% | +130.6% | -51.5% | +56.6% |
| All | +79.1% | +126.3% | -47.2% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling