+575.6%
META vs Z
+22.6%
+553.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | -0.9% |
| 7D | +2.9% | +10.2% | -7.3% | +0.2% |
| 30D | -15.1% | +23.7% | -38.8% | -20.2% |
| 3M | +7.2% | -6.6% | +13.8% | +7.6% |
| 6M | +3.4% | -23.0% | +26.4% | +8.6% |
| YTD | -4.3% | -50.3% | +46.0% | +11.2% |
| 1Y | +0.8% | -53.6% | +54.3% | +18.8% |
| 3Y | +102.2% | -10.1% | +112.2% | +92.8% |
| 5Y | +89.4% | -49.8% | +139.1% | +98.6% |
| 10Y | +426.7% | -1.6% | +428.3% | +336.5% |
| All | +575.6% | +22.6% | +553.0% | +420.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling