+208.4%
META vs REPL
+39.1%
+169.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.2% | +5.0% |
| 7D | +5.7% | +14.2% | -8.5% | +5.2% |
| 30D | -10.8% | +65.9% | -76.6% | -12.7% |
| 3M | +8.4% | +84.6% | -76.2% | +5.4% |
| 6M | +5.4% | +446.9% | -441.5% | -5.4% |
| YTD | -2.6% | +129.0% | -131.6% | -11.6% |
| 1Y | +3.5% | +167.9% | -164.4% | -6.9% |
| 3Y | +102.0% | +93.9% | +8.1% | +57.4% |
| 5Y | +93.1% | -33.0% | +126.0% | +64.2% |
| All | +208.4% | +39.1% | +169.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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