+91.3%
META vs INDA
+17.0%
+74.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.1% | +3.1% | 0.0% | +0.9% |
| 30D | -18.2% | +9.1% | -27.3% | -23.3% |
| 3M | +7.8% | +3.2% | +4.6% | +5.3% |
| 6M | +3.6% | +8.5% | -4.9% | -2.5% |
| YTD | -5.3% | -4.6% | -0.7% | -3.0% |
| 1Y | +2.7% | -5.5% | +8.3% | +5.9% |
| All | +91.3% | +17.0% | +74.2% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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