+86.4%
META vs COST
+125.1%
-38.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.2% |
| 7D | +5.2% | +5.0% | +0.2% | +2.3% |
| 30D | -13.0% | +12.8% | -25.8% | -19.0% |
| 3M | +7.9% | +15.2% | -7.2% | -1.0% |
| 6M | +4.2% | +7.4% | -3.2% | -0.8% |
| YTD | -2.5% | +29.0% | -31.6% | -19.0% |
| 1Y | +5.6% | +20.3% | -14.7% | -8.1% |
| 3Y | +96.8% | +99.0% | -2.2% | +17.3% |
| All | +86.4% | +125.1% | -38.7% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling