+89.4%
META vs COMP
-21.4%
+110.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.7% | -6.3% | +0.1% |
| 7D | +2.9% | +9.5% | -6.6% | +1.2% |
| 30D | -15.1% | +8.1% | -23.2% | -16.5% |
| 3M | +7.2% | -16.3% | +23.6% | +9.9% |
| 6M | +3.4% | +42.2% | -38.8% | -4.5% |
| YTD | -4.3% | -5.0% | +0.7% | -6.1% |
| 1Y | +0.8% | +20.1% | -19.3% | -5.3% |
| 3Y | +102.2% | +358.4% | -256.3% | +39.4% |
| 5Y | +89.4% | -21.9% | +111.3% | +76.5% |
| All | +89.4% | -21.4% | +110.8% | +76.5% |
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