+1,497.9%
META vs RF
+610.0%
+887.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.3% |
| 7D | -3.1% | -1.6% | -1.5% | -2.6% |
| 30D | -18.1% | +5.0% | -23.1% | -19.3% |
| 3M | +2.9% | -10.0% | +12.8% | +5.9% |
| 6M | +0.2% | +3.3% | -3.1% | -1.0% |
| YTD | -8.1% | +7.9% | -16.0% | -10.5% |
| 1Y | -4.5% | +21.2% | -25.8% | -10.3% |
| 3Y | +94.2% | +105.8% | -11.6% | +53.9% |
| 5Y | +79.1% | +43.7% | +35.3% | +55.2% |
| 10Y | +405.9% | +289.4% | +116.5% | +199.7% |
| All | +1,497.9% | +610.0% | +887.9% | +673.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling