+462.9%
META vs RUN
+68.6%
+394.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +5.2% | -13.5% | +18.7% | +6.9% |
| 30D | -13.0% | +18.3% | -31.3% | -15.2% |
| 3M | +7.9% | -12.5% | +20.4% | +8.9% |
| 6M | +4.2% | -40.3% | +44.6% | +9.5% |
| YTD | -2.5% | -53.1% | +50.6% | +3.1% |
| 1Y | +5.6% | -54.3% | +59.8% | +11.7% |
| 3Y | +96.8% | -6.5% | +103.3% | +59.0% |
| 5Y | +90.0% | -85.3% | +175.3% | +91.0% |
| All | +462.9% | +68.6% | +394.4% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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