+79.1%
META vs S
-69.2%
+148.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.8% | +4.9% | -1.6% |
| 7D | -3.1% | -16.7% | +13.6% | +1.5% |
| 30D | -18.1% | -17.0% | -1.1% | -14.4% |
| 3M | +2.9% | +2.0% | +0.9% | +0.9% |
| 6M | +0.2% | +35.1% | -34.9% | -9.8% |
| YTD | -8.1% | +42.8% | -50.9% | -19.5% |
| 1Y | -4.5% | +27.7% | -32.3% | -14.2% |
| 3Y | +94.2% | +33.0% | +61.2% | +62.1% |
| 5Y | +79.1% | -68.0% | +147.1% | +94.9% |
| All | +79.1% | -69.2% | +148.3% | +94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling