+107.3%
META vs IT
-46.5%
+153.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.8% |
| 7D | +6.7% | -6.0% | +12.7% | +7.8% |
| 30D | +4.8% | 0.0% | +4.8% | +4.6% |
| 3M | -1.6% | +13.1% | -14.7% | -4.3% |
| 6M | -7.5% | +11.7% | -19.2% | -10.4% |
| YTD | -6.4% | -26.1% | +19.7% | +1.0% |
| 1Y | -17.3% | -21.3% | +3.9% | -13.2% |
| All | +107.3% | -46.5% | +153.8% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling