+107.3%
META vs S
+16.9%
+90.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -7.7% | +14.4% | +8.4% |
| 30D | +4.8% | -5.3% | +10.1% | +5.4% |
| 3M | -1.6% | +20.3% | -21.9% | -6.4% |
| 6M | -7.5% | +47.4% | -54.8% | -16.9% |
| YTD | -6.4% | +32.5% | -38.9% | -14.2% |
| 1Y | -17.3% | +9.5% | -26.9% | -21.1% |
| All | +107.3% | +16.9% | +90.4% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling