+107.3%
META vs Z
-33.7%
+141.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +6.7% | -3.0% | +9.7% | +7.4% |
| 30D | +4.8% | -4.2% | +8.9% | +5.5% |
| 3M | -1.6% | -3.7% | +2.1% | -1.3% |
| 6M | -7.5% | -24.5% | +17.0% | -2.4% |
| YTD | -6.4% | -49.3% | +42.9% | +7.6% |
| 1Y | -17.3% | -58.7% | +41.3% | -0.9% |
| All | +107.3% | -33.7% | +141.0% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling