+425.7%
META vs P
+748.5%
-322.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.2% | +3.5% |
| 7D | +5.7% | -9.6% | +15.3% | +8.1% |
| 30D | -10.8% | -33.4% | +22.7% | -1.9% |
| 3M | +8.4% | +14.2% | -5.8% | +2.6% |
| 6M | +5.4% | +31.6% | -26.2% | -6.1% |
| YTD | -2.6% | +53.5% | -56.1% | -18.0% |
| 1Y | +3.5% | +14.2% | -10.7% | -7.2% |
| 3Y | +102.0% | +190.5% | -88.5% | +27.4% |
| 5Y | +93.1% | +256.3% | -163.3% | +12.3% |
| 10Y | +425.7% | +707.9% | -282.2% | +144.5% |
| All | +425.7% | +748.5% | -322.9% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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