+425.7%
META vs IT
+96.9%
+328.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +5.7% | -18.8% | +24.5% | +12.6% |
| 30D | -10.8% | -0.1% | -10.7% | -11.8% |
| 3M | +8.4% | +2.9% | +5.5% | +4.9% |
| 6M | +5.4% | +20.4% | -15.0% | -6.4% |
| YTD | -2.6% | -24.3% | +21.7% | +2.2% |
| 1Y | +3.5% | -17.2% | +20.7% | +4.1% |
| 3Y | +102.0% | -52.4% | +154.4% | +152.8% |
| 5Y | +93.1% | -43.7% | +136.8% | +118.7% |
| 10Y | +425.7% | +90.3% | +335.4% | +240.6% |
| All | +425.7% | +96.9% | +328.7% | +240.6% |
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