+93.4%
META vs Z
-19.1%
+112.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.6% | +6.7% | -1.7% |
| 7D | -3.1% | -2.3% | -0.9% | -2.8% |
| 30D | -18.1% | +9.4% | -27.5% | -20.4% |
| 3M | +2.9% | -16.1% | +18.9% | +5.8% |
| 6M | +0.2% | -30.4% | +30.6% | +7.0% |
| YTD | -8.1% | -55.6% | +47.5% | +7.7% |
| 1Y | -4.5% | -58.5% | +54.0% | +13.3% |
| All | +93.4% | -19.1% | +112.5% | +104.6% |
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