+84.7%
META vs RUN
-85.5%
+170.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.2% | -0.2% |
| 7D | +3.1% | -13.7% | +16.7% | +4.6% |
| 30D | -18.2% | +9.4% | -27.6% | -19.4% |
| 3M | +7.8% | -13.4% | +21.2% | +8.8% |
| 6M | +3.6% | -39.6% | +43.2% | +8.2% |
| YTD | -5.3% | -53.7% | +48.4% | -0.3% |
| 1Y | +2.7% | -56.2% | +58.9% | +8.6% |
| 3Y | +91.5% | -9.7% | +101.2% | +53.1% |
| 5Y | +84.7% | -85.5% | +170.2% | +109.4% |
| All | +84.7% | -85.5% | +170.2% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling