+492.5%
META vs XYZ
+634.5%
-142.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.4% |
| 7D | +3.1% | -2.1% | +5.2% | +3.7% |
| 30D | -18.2% | +7.0% | -25.2% | -20.2% |
| 3M | +7.8% | +5.1% | +2.7% | +5.7% |
| 6M | +3.6% | +14.1% | -10.5% | -1.4% |
| YTD | -5.3% | +26.4% | -31.7% | -13.8% |
| 1Y | +2.7% | +25.1% | -22.3% | -6.6% |
| 3Y | +91.5% | +59.7% | +31.8% | +50.8% |
| 5Y | +84.7% | -63.8% | +148.5% | +104.4% |
| 10Y | +429.0% | +592.4% | -163.5% | +241.8% |
| All | +492.5% | +634.5% | -142.0% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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