+116.8%
META vs COMP
-53.0%
+169.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +1.2% |
| 7D | +3.3% | +7.2% | -3.9% | +1.9% |
| 30D | -10.8% | +6.4% | -17.1% | -12.1% |
| 3M | +7.9% | -19.4% | +27.3% | +11.1% |
| 6M | +5.4% | +14.6% | -9.2% | +1.7% |
| YTD | -2.6% | -5.5% | +2.9% | -4.4% |
| 1Y | +1.9% | +13.7% | -11.8% | -3.3% |
| 3Y | +97.0% | +409.7% | -312.7% | +35.5% |
| 5Y | +97.6% | -17.0% | +114.7% | +67.0% |
| All | +116.8% | -53.0% | +169.8% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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