+433.3%
META vs ON
+570.5%
-137.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.8% | -7.7% | -3.7% |
| 7D | -0.2% | +3.3% | -3.5% | -1.4% |
| 30D | -15.4% | -3.1% | -12.2% | -14.9% |
| 3M | +5.0% | -9.2% | +14.3% | +6.7% |
| 6M | +5.2% | -31.4% | +36.5% | +11.9% |
| YTD | -4.5% | +36.0% | -40.5% | -19.9% |
| 1Y | +0.6% | +52.0% | -51.4% | -19.1% |
| 3Y | +93.1% | +9.3% | +83.8% | +58.7% |
| 5Y | +93.7% | +26.5% | +67.2% | +46.2% |
| 10Y | +433.3% | +556.1% | -122.8% | +122.4% |
| All | +433.3% | +570.5% | -137.1% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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