+81.9%
META vs P
+247.4%
-165.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | -0.8% | -23.8% | +23.0% | +5.9% |
| 30D | -15.4% | -36.6% | +21.2% | -5.7% |
| 3M | +3.5% | +10.9% | -7.4% | -1.5% |
| 6M | -0.3% | +30.0% | -30.3% | -11.5% |
| YTD | -7.3% | +44.4% | -51.7% | -21.6% |
| 1Y | -1.1% | +3.9% | -5.0% | -9.3% |
| 3Y | +95.1% | +176.6% | -81.5% | +10.1% |
| All | +81.9% | +247.4% | -165.5% | -10.2% |
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