+558.3%
META vs P
+449.6%
+108.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.4% | +12.4% | -0.1% |
| 7D | -3.1% | -31.9% | +28.8% | +5.5% |
| 30D | -18.1% | -36.5% | +18.4% | -9.6% |
| 3M | +2.9% | +11.6% | -8.7% | -1.7% |
| 6M | +0.2% | +25.2% | -25.0% | -8.8% |
| YTD | -8.1% | +39.4% | -47.5% | -19.6% |
| 1Y | -4.5% | -3.7% | -0.9% | -9.9% |
| 3Y | +94.2% | +167.3% | -73.1% | +31.6% |
| 5Y | +79.1% | +237.3% | -158.3% | +12.7% |
| 10Y | +405.9% | +698.6% | -292.7% | +163.4% |
| All | +558.3% | +449.6% | +108.6% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling