+62.8%
META vs RF
+89.8%
-27.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | +1.3% | +5.4% | +6.2% |
| 30D | +4.8% | -3.6% | +8.4% | +6.2% |
| 3M | -1.6% | +8.1% | -9.7% | -4.5% |
| 6M | -7.5% | +11.5% | -18.9% | -11.5% |
| YTD | -6.4% | +15.6% | -22.0% | -11.9% |
| 1Y | -17.3% | +15.7% | -33.0% | -22.5% |
| 3Y | +109.9% | +86.9% | +23.0% | +58.0% |
| All | +62.8% | +89.8% | -27.0% | +24.7% |
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