+81.9%
META vs REPL
-35.6%
+117.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.7% |
| 7D | -0.8% | +22.8% | -23.6% | -1.3% |
| 30D | -15.4% | +63.8% | -79.2% | -16.5% |
| 3M | +3.5% | +68.1% | -64.6% | +2.0% |
| 6M | -0.3% | +528.5% | -528.8% | -6.7% |
| YTD | -7.3% | +122.4% | -129.8% | -12.3% |
| 1Y | -1.1% | +154.4% | -155.4% | -6.8% |
| 3Y | +95.1% | +68.0% | +27.1% | +68.2% |
| All | +81.9% | -35.6% | +117.5% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling