+447.1%
META vs IT
+88.7%
+358.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | +3.1% | -3.7% | +6.7% | +4.3% |
| 30D | -18.2% | -3.1% | -15.1% | -18.4% |
| 3M | +7.8% | +6.3% | +1.5% | +3.2% |
| 6M | +3.6% | +24.8% | -21.2% | -9.3% |
| YTD | -5.3% | -24.4% | +19.1% | -0.6% |
| 1Y | +2.7% | -17.1% | +19.8% | +3.3% |
| 3Y | +91.5% | -53.6% | +145.1% | +142.6% |
| 5Y | +84.7% | -42.5% | +127.2% | +107.5% |
| All | +447.1% | +88.7% | +358.4% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling