+101.4%
META vs F
+42.7%
+58.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.8% |
| 7D | +2.9% | +6.0% | -3.2% | +1.5% |
| 30D | -15.1% | +4.3% | -19.4% | -15.9% |
| 3M | +7.2% | -10.1% | +17.3% | +9.4% |
| 6M | +3.4% | +12.8% | -9.4% | -0.4% |
| YTD | -4.3% | -0.1% | -4.2% | -5.6% |
| 1Y | +0.8% | +3.7% | -2.9% | -1.4% |
| All | +101.4% | +42.7% | +58.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling