+89.4%
META vs RF
+45.2%
+44.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +2.9% | +2.3% | +0.6% | +1.9% |
| 30D | -15.1% | +7.2% | -22.3% | -17.5% |
| 3M | +7.2% | -8.2% | +15.5% | +10.7% |
| 6M | +3.4% | +7.0% | -3.6% | +0.3% |
| YTD | -4.3% | +10.3% | -14.6% | -8.6% |
| 1Y | +0.8% | +25.1% | -24.3% | -8.7% |
| 3Y | +102.2% | +110.3% | -8.1% | +42.2% |
| 5Y | +89.4% | +47.1% | +42.3% | +54.1% |
| All | +89.4% | +45.2% | +44.2% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling