+379.6%
META vs F
+98.4%
+281.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +6.7% | +5.3% | +1.4% | +5.1% |
| 30D | +4.8% | +4.6% | +0.2% | +3.3% |
| 3M | -1.6% | -3.7% | +2.0% | -0.7% |
| 6M | -7.5% | +16.8% | -24.3% | -12.4% |
| YTD | -6.4% | +15.3% | -21.7% | -11.3% |
| 1Y | -17.3% | +31.0% | -48.4% | -25.1% |
| 3Y | +109.9% | +45.4% | +64.5% | +77.4% |
| 5Y | +65.4% | +54.7% | +10.7% | +35.2% |
| All | +379.6% | +98.4% | +281.2% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling