+93.1%
META vs RSP
+48.7%
+44.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.8% | +2.1% |
| 7D | +5.7% | +0.4% | +5.3% | +5.1% |
| 30D | -10.8% | +3.7% | -14.5% | -15.1% |
| 3M | +8.4% | +0.8% | +7.6% | +7.2% |
| 6M | +5.4% | +9.1% | -3.7% | -6.4% |
| YTD | -2.6% | +16.7% | -19.3% | -21.3% |
| 1Y | +3.5% | +19.7% | -16.2% | -19.3% |
| 3Y | +102.0% | +66.7% | +35.3% | -4.9% |
| 5Y | +93.1% | +48.7% | +44.4% | +14.9% |
| All | +93.1% | +48.7% | +44.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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