+545.2%
META vs RUN
-31.9%
+577.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | -1.6% | -40.0% | +38.4% | +3.9% |
| 6M | -7.5% | -27.0% | +19.5% | -5.0% |
| YTD | -6.4% | -51.7% | +45.3% | -0.9% |
| 1Y | -17.3% | -45.9% | +28.5% | -14.5% |
| 3Y | +109.9% | -43.8% | +153.7% | +86.4% |
| 5Y | +65.4% | -80.5% | +145.8% | +60.1% |
| 10Y | +391.8% | +45.3% | +346.5% | +230.4% |
| All | +545.2% | -31.9% | +577.1% | +351.0% |
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