+379.6%
META vs RACE
+818.0%
-438.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.0% |
| 7D | +6.7% | -2.5% | +9.2% | +8.0% |
| 30D | +4.8% | +0.8% | +4.0% | +4.2% |
| 3M | -1.6% | +17.2% | -18.8% | -10.0% |
| 6M | -7.5% | +13.6% | -21.1% | -14.6% |
| YTD | -6.4% | +12.2% | -18.6% | -13.8% |
| 1Y | -17.3% | -16.3% | -1.1% | -12.3% |
| 3Y | +109.9% | +36.4% | +73.5% | +55.8% |
| 5Y | +65.4% | +95.0% | -29.6% | -0.9% |
| All | +379.6% | +818.0% | -438.4% | +56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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