+107.3%
META vs PATH
-3.6%
+110.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.6% | +17.6% | +3.5% |
| 7D | +6.7% | -16.3% | +23.0% | +9.2% |
| 30D | +4.8% | +9.9% | -5.2% | +2.6% |
| 3M | -1.6% | +30.2% | -31.8% | -6.4% |
| 6M | -7.5% | +37.2% | -44.7% | -13.4% |
| YTD | -6.4% | -7.3% | +0.9% | -6.9% |
| 1Y | -17.3% | +40.0% | -57.3% | -25.3% |
| All | +107.3% | -3.6% | +110.8% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 3y: compounded portfolio wealth divided by compounded PATH 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…
3y analysis · Full analysis span regression · 6 months rolling