+404.3%
META vs RUN
+102.4%
+301.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.8% | +33.4% | -34.2% | -4.4% |
| 30D | -15.4% | +31.1% | -46.6% | -18.4% |
| 3M | +3.5% | +6.4% | -2.9% | +2.1% |
| 6M | -0.3% | -22.2% | +21.9% | +1.6% |
| YTD | -7.3% | -45.8% | +38.4% | -3.5% |
| 1Y | -1.1% | -51.1% | +50.0% | +3.7% |
| 3Y | +95.1% | -3.0% | +98.1% | +58.0% |
| 5Y | +80.6% | -82.2% | +162.8% | +77.3% |
| All | +404.3% | +102.4% | +301.9% | +205.5% |
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