+1,497.9%
META vs F
+148.0%
+1,349.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -18.1% | +2.0% | -20.1% | -18.7% |
| 3M | +2.9% | -10.4% | +13.2% | +5.8% |
| 6M | +0.2% | +9.7% | -9.5% | -3.9% |
| YTD | -8.1% | -1.2% | -6.9% | -9.2% |
| 1Y | -4.5% | 0.0% | -4.6% | -6.1% |
| 3Y | +94.2% | +41.1% | +53.1% | +65.0% |
| 5Y | +79.1% | -11.4% | +90.5% | +70.3% |
| 10Y | +405.9% | +85.0% | +320.9% | +254.5% |
| All | +1,497.9% | +148.0% | +1,349.9% | +957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling