-17.3%
META vs COST
-3.4%
-14.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.8% |
| 7D | +6.7% | -3.1% | +9.8% | +6.2% |
| 30D | +4.8% | -2.8% | +7.5% | +4.3% |
| 3M | -1.6% | -5.7% | +4.0% | -1.8% |
| 6M | -7.5% | -8.8% | +1.3% | -7.9% |
| YTD | -6.4% | +6.7% | -13.1% | -7.4% |
| 1Y | -17.3% | -3.6% | -13.7% | -17.2% |
| All | -17.3% | -3.4% | -14.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling