+208.6%
META vs REPL
+36.8%
+171.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +2.9% |
| 7D | +5.2% | +1.2% | +3.9% | +5.1% |
| 30D | -13.0% | +92.2% | -105.2% | -15.4% |
| 3M | +7.9% | +44.1% | -36.2% | +6.1% |
| 6M | +4.2% | +313.0% | -308.8% | -5.0% |
| YTD | -2.5% | +125.2% | -127.7% | -11.5% |
| 1Y | +5.6% | +143.8% | -138.2% | -4.6% |
| 3Y | +96.8% | +104.2% | -7.4% | +52.2% |
| 5Y | +90.0% | -34.5% | +124.6% | +61.8% |
| All | +208.6% | +36.8% | +171.8% | +98.4% |
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