+77.2%
META vs S
-52.7%
+129.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -0.8% | -13.4% | +12.7% | +2.7% |
| 30D | -15.4% | -14.0% | -1.4% | -12.6% |
| 3M | +3.5% | +4.9% | -1.4% | +1.0% |
| 6M | -0.3% | +42.0% | -42.3% | -10.8% |
| YTD | -7.3% | +45.1% | -52.5% | -18.5% |
| 1Y | -1.1% | +33.1% | -34.2% | -11.5% |
| 3Y | +95.1% | +40.6% | +54.4% | +63.0% |
| 5Y | +80.6% | -67.5% | +148.0% | +86.8% |
| All | +77.2% | -52.7% | +129.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling