+62.8%
META vs IT
-40.5%
+103.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.5% |
| 7D | +6.7% | -6.0% | +12.7% | +8.8% |
| 30D | +4.8% | 0.0% | +4.8% | +4.4% |
| 3M | -1.6% | +13.1% | -14.7% | -7.4% |
| 6M | -7.5% | +11.7% | -19.2% | -14.1% |
| YTD | -6.4% | -26.1% | +19.7% | +3.6% |
| 1Y | -17.3% | -21.3% | +3.9% | -12.6% |
| 3Y | +109.9% | -46.7% | +156.7% | +158.2% |
| All | +62.8% | -40.5% | +103.3% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling