+404.3%
META vs P
+713.7%
-309.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | -0.8% | -23.8% | +23.0% | +5.8% |
| 30D | -15.4% | -36.6% | +21.2% | -5.8% |
| 3M | +3.5% | +10.9% | -7.4% | -1.3% |
| 6M | -0.3% | +30.0% | -30.3% | -11.0% |
| YTD | -7.3% | +44.4% | -51.7% | -20.8% |
| 1Y | -1.1% | +3.9% | -5.0% | -9.1% |
| 3Y | +95.1% | +176.6% | -81.5% | +24.5% |
| 5Y | +80.6% | +249.3% | -168.7% | +5.6% |
| All | +404.3% | +713.7% | -309.4% | +138.0% |
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