+425.7%
META vs D
+42.1%
+383.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | -10.8% | +10.7% | -21.5% | -12.3% |
| 3M | +8.4% | +2.3% | +6.1% | +7.9% |
| 6M | +5.4% | +12.5% | -7.1% | +2.9% |
| YTD | -2.6% | +20.1% | -22.7% | -6.3% |
| 1Y | +3.5% | +15.6% | -12.0% | +0.3% |
| 3Y | +102.0% | +75.2% | +26.8% | +75.2% |
| 5Y | +93.1% | +14.6% | +78.5% | +86.5% |
| 10Y | +425.7% | +43.8% | +381.9% | +372.8% |
| All | +425.7% | +42.1% | +383.5% | +372.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling