+433.3%
META vs RUN
+74.1%
+359.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.1% | -6.1% | -2.5% |
| 7D | -0.2% | +3.2% | -3.4% | -0.8% |
| 30D | -15.4% | +19.5% | -34.9% | -17.6% |
| 3M | +5.0% | -9.6% | +14.6% | +5.6% |
| 6M | +5.2% | -37.3% | +42.5% | +9.9% |
| YTD | -4.5% | -50.7% | +46.2% | +0.4% |
| 1Y | +0.6% | -54.1% | +54.7% | +6.5% |
| 3Y | +93.1% | -3.9% | +97.0% | +55.7% |
| 5Y | +93.7% | -84.4% | +178.1% | +93.3% |
| 10Y | +433.3% | +77.5% | +355.9% | +221.4% |
| All | +433.3% | +74.1% | +359.3% | +221.4% |
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