+79.1%
META vs RACE
+65.1%
+14.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -2.8% |
| 7D | -3.1% | +5.7% | -8.8% | -5.8% |
| 30D | -18.1% | +9.3% | -27.4% | -21.7% |
| 3M | +2.9% | +3.8% | -1.0% | +0.7% |
| 6M | +0.2% | +29.8% | -29.6% | -13.4% |
| YTD | -8.1% | +15.6% | -23.7% | -16.4% |
| 1Y | -4.5% | +5.1% | -9.6% | -8.6% |
| 3Y | +94.2% | +30.8% | +63.4% | +34.7% |
| 5Y | +79.1% | +67.4% | +11.7% | -4.5% |
| All | +79.1% | +65.1% | +14.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling