+79.1%
META vs TER
+49.3%
+29.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.2% | +11.3% | 0.0% |
| 7D | -3.1% | -28.2% | +25.1% | +5.2% |
| 30D | -18.1% | -50.6% | +32.5% | -2.3% |
| 3M | +2.9% | -45.3% | +48.2% | +18.1% |
| 6M | +0.2% | -40.4% | +40.6% | +6.8% |
| YTD | -8.1% | +10.0% | -18.1% | -25.3% |
| 1Y | -4.5% | +13.6% | -18.2% | -23.8% |
| 3Y | +94.2% | +145.2% | -51.0% | -7.2% |
| 5Y | +79.1% | +50.4% | +28.7% | -0.6% |
| All | +79.1% | +49.3% | +29.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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