+436.0%
META vs RF
+248.4%
+187.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | +3.3% | +0.3% | +2.9% | +3.2% |
| 30D | -10.8% | +6.2% | -16.9% | -12.3% |
| 3M | +7.9% | -7.8% | +15.7% | +10.4% |
| 6M | +5.4% | +5.9% | -0.5% | +3.4% |
| YTD | -2.6% | +9.0% | -11.6% | -5.4% |
| 1Y | +1.9% | +19.3% | -17.4% | -3.7% |
| 3Y | +97.0% | +116.4% | -19.5% | +54.3% |
| 5Y | +97.6% | +46.0% | +51.6% | +70.7% |
| 10Y | +436.0% | +239.8% | +196.2% | +295.1% |
| All | +436.0% | +248.4% | +187.7% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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