-4.5%
META vs F
+1.5%
-6.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -18.1% | +2.0% | -20.1% | -18.6% |
| 3M | +2.9% | -10.4% | +13.2% | +5.3% |
| 6M | +0.2% | +9.7% | -9.5% | -5.1% |
| YTD | -8.1% | -1.2% | -6.9% | -11.4% |
| 1Y | -4.5% | 0.0% | -4.6% | -8.3% |
| All | -4.5% | +1.5% | -6.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling