+1.9%
META vs Z
-60.5%
+62.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.9% |
| 7D | +3.3% | -6.5% | +9.7% | +4.4% |
| 30D | -10.8% | -0.1% | -10.6% | -11.4% |
| 3M | +7.9% | -14.1% | +22.0% | +10.2% |
| 6M | +5.4% | -30.1% | +35.4% | +11.0% |
| YTD | -2.6% | -57.5% | +54.9% | +11.6% |
| 1Y | +1.9% | -60.3% | +62.2% | +16.8% |
| All | +1.9% | -60.5% | +62.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling