+62.8%
META vs P
+276.6%
-213.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +6.7% | +6.5% | +0.2% | +4.9% |
| 30D | +4.8% | +18.8% | -14.1% | -0.8% |
| 3M | -1.6% | +26.7% | -28.4% | -9.3% |
| 6M | -7.5% | +62.2% | -69.6% | -22.2% |
| YTD | -6.4% | +48.5% | -54.9% | -20.3% |
| 1Y | -17.3% | +26.4% | -43.7% | -28.2% |
| 3Y | +109.9% | +159.4% | -49.5% | +24.4% |
| All | +62.8% | +276.6% | -213.8% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling