+1.9%
META vs ITOT
+12.4%
-10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.7% | +1.8% |
| 7D | +5.7% | +0.2% | +5.5% | +5.3% |
| 30D | -10.8% | -3.0% | -7.7% | -7.0% |
| 3M | +8.4% | -2.7% | +11.1% | +12.6% |
| 6M | +5.4% | +2.6% | +2.8% | +2.3% |
| YTD | -2.6% | +11.5% | -14.1% | -17.2% |
| All | +1.9% | +12.4% | -10.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling