+91.3%
META vs COST
+97.6%
-6.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +3.1% | +2.5% | +0.6% | +2.1% |
| 30D | -18.2% | +14.6% | -32.8% | -22.6% |
| 3M | +7.8% | +15.2% | -7.4% | +1.7% |
| 6M | +3.6% | +7.2% | -3.6% | +0.8% |
| YTD | -5.3% | +27.4% | -32.7% | -17.7% |
| 1Y | +2.7% | +20.2% | -17.5% | -7.5% |
| All | +91.3% | +97.6% | -6.3% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling