+436.0%
META vs IT
+88.3%
+347.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +3.3% | -7.5% | +10.8% | +5.9% |
| 30D | -10.8% | -1.2% | -9.6% | -11.5% |
| 3M | +7.9% | -2.2% | +10.1% | +6.3% |
| 6M | +5.4% | +19.1% | -13.7% | -6.0% |
| YTD | -2.6% | -25.1% | +22.5% | +2.6% |
| 1Y | +1.9% | -17.4% | +19.2% | +2.5% |
| 3Y | +97.0% | -54.1% | +151.1% | +150.4% |
| 5Y | +97.6% | -42.7% | +140.3% | +122.3% |
| 10Y | +436.0% | +88.1% | +347.9% | +250.0% |
| All | +436.0% | +88.3% | +347.8% | +250.0% |
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