-17.3%
META vs IT
-24.5%
+7.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.2% |
| 7D | +6.7% | -6.0% | +12.7% | +7.0% |
| 30D | +4.8% | 0.0% | +4.8% | +4.7% |
| 3M | -1.6% | +13.1% | -14.7% | -2.4% |
| 6M | -7.5% | +11.7% | -19.2% | -8.0% |
| YTD | -6.4% | -26.1% | +19.7% | -1.6% |
| 1Y | -17.3% | -21.3% | +3.9% | -15.1% |
| All | -17.3% | -24.5% | +7.1% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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