+425.7%
META vs ON
+527.7%
-102.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.2% | -4.0% | +2.4% |
| 7D | +5.7% | -1.4% | +7.1% | +6.0% |
| 30D | -10.8% | -10.9% | +0.1% | -8.0% |
| 3M | +8.4% | -14.9% | +23.3% | +12.3% |
| 6M | +5.4% | -33.0% | +38.4% | +12.9% |
| YTD | -2.6% | +27.6% | -30.2% | -16.7% |
| 1Y | +3.5% | +44.5% | -41.0% | -15.4% |
| 3Y | +102.0% | +7.4% | +94.6% | +66.5% |
| 5Y | +93.1% | +18.7% | +74.3% | +48.6% |
| 10Y | +425.7% | +516.0% | -90.3% | +124.2% |
| All | +425.7% | +527.7% | -102.0% | +124.2% |
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