+62.8%
META vs RUN
-80.5%
+143.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +6.7% | +1.3% | +5.5% | +6.5% |
| 30D | +4.8% | -15.3% | +20.0% | +6.5% |
| 3M | -1.6% | -40.0% | +38.4% | +3.5% |
| 6M | -7.5% | -27.0% | +19.5% | -5.1% |
| YTD | -6.4% | -51.7% | +45.3% | -1.3% |
| 1Y | -17.3% | -45.9% | +28.5% | -14.7% |
| 3Y | +109.9% | -43.8% | +153.7% | +85.7% |
| All | +62.8% | -80.5% | +143.3% | +63.1% |
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 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