+5.6%
META vs ITOT
+12.1%
-6.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.4% |
| 7D | +5.2% | +2.5% | +2.7% | +1.7% |
| 30D | -13.0% | -1.7% | -11.3% | -11.0% |
| 3M | +7.9% | -3.4% | +11.3% | +13.1% |
| 6M | +4.2% | +2.1% | +2.1% | +1.7% |
| YTD | -2.5% | +11.5% | -14.0% | -17.8% |
| 1Y | +5.6% | +13.6% | -8.1% | -12.9% |
| All | +5.6% | +12.1% | -6.6% | -12.9% |
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