+81.9%
META vs Z
-55.4%
+137.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.6% |
| 7D | -0.8% | -4.6% | +3.8% | +0.3% |
| 30D | -15.4% | +8.3% | -23.7% | -18.8% |
| 3M | +3.5% | -11.6% | +15.1% | +5.8% |
| 6M | -0.3% | -33.6% | +33.4% | +11.8% |
| YTD | -7.3% | -56.7% | +49.4% | +19.1% |
| 1Y | -1.1% | -59.1% | +58.0% | +29.2% |
| 3Y | +95.1% | -20.4% | +115.4% | +79.1% |
| All | +81.9% | -55.4% | +137.3% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling