+538.7%
META vs RUN
-23.6%
+562.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.7% |
| 7D | -0.8% | +33.4% | -34.2% | -4.3% |
| 30D | -15.4% | +31.1% | -46.6% | -18.3% |
| 3M | +3.5% | +6.4% | -2.9% | +2.1% |
| 6M | -0.3% | -22.2% | +21.9% | +1.5% |
| YTD | -7.3% | -45.8% | +38.4% | -3.7% |
| 1Y | -1.1% | -51.1% | +50.0% | +3.6% |
| 3Y | +95.1% | -3.0% | +98.1% | +60.5% |
| 5Y | +80.6% | -82.2% | +162.8% | +76.8% |
| 10Y | +410.1% | +111.9% | +298.3% | +229.8% |
| All | +538.7% | -23.6% | +562.3% | +338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling