+62.8%
META vs COMP
-31.2%
+94.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.4% |
| 30D | +4.8% | -13.3% | +18.1% | +7.2% |
| 3M | -1.6% | +41.1% | -42.7% | -7.6% |
| 6M | -7.5% | +17.2% | -24.6% | -11.6% |
| YTD | -6.4% | +5.2% | -11.6% | -9.4% |
| 1Y | -17.3% | +18.9% | -36.3% | -22.2% |
| 3Y | +109.9% | +215.9% | -106.0% | +56.2% |
| All | +62.8% | -31.2% | +94.0% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling