+404.3%
META vs RACE
+740.1%
-335.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | -0.8% | +5.1% | -5.9% | -3.3% |
| 30D | -15.4% | +7.7% | -23.1% | -18.6% |
| 3M | +3.5% | +2.2% | +1.3% | +2.2% |
| 6M | -0.3% | +23.8% | -24.0% | -11.9% |
| YTD | -7.3% | +13.9% | -21.2% | -15.4% |
| 1Y | -1.1% | +3.8% | -4.9% | -5.1% |
| 3Y | +95.1% | +28.0% | +67.0% | +51.0% |
| 5Y | +80.6% | +64.9% | +15.6% | +17.6% |
| All | +404.3% | +740.1% | -335.8% | +68.7% |
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