+97.0%
META vs RUN
-12.5%
+109.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.6% | +10.6% | +0.5% |
| 7D | +3.3% | +0.3% | +2.9% | +3.1% |
| 30D | -10.8% | +14.0% | -24.8% | -11.5% |
| 3M | +7.9% | -11.8% | +19.6% | +8.3% |
| 6M | +5.4% | -40.4% | +45.8% | +7.6% |
| YTD | -2.6% | -52.7% | +50.1% | -0.4% |
| 1Y | +1.9% | -52.5% | +54.4% | +4.0% |
| 3Y | +97.0% | -7.7% | +104.7% | +89.1% |
| All | +97.0% | -12.5% | +109.4% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling