+462.9%
META vs IT
+90.0%
+373.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | -13.0% | -1.8% | -11.1% | -13.6% |
| 3M | +7.9% | +4.8% | +3.1% | +3.8% |
| 6M | +4.2% | +33.0% | -28.8% | -10.9% |
| YTD | -2.5% | -23.8% | +21.3% | +2.1% |
| 1Y | +5.6% | -16.5% | +22.1% | +5.9% |
| 3Y | +96.8% | -53.6% | +150.4% | +149.6% |
| 5Y | +90.0% | -42.1% | +132.2% | +113.1% |
| All | +462.9% | +90.0% | +373.0% | +267.2% |
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