+400.1%
META vs FAST
+585.7%
-185.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -3.1% | +0.7% | -3.8% | -3.4% |
| 30D | -18.1% | +4.6% | -22.7% | -19.9% |
| 3M | +2.9% | +6.4% | -3.5% | -0.3% |
| 6M | +0.2% | +20.6% | -20.4% | -8.7% |
| YTD | -8.1% | +34.7% | -42.8% | -21.3% |
| 1Y | -4.5% | +29.7% | -34.2% | -16.8% |
| 3Y | +94.2% | +89.9% | +4.2% | +34.9% |
| 5Y | +79.1% | +105.0% | -25.9% | +19.3% |
| All | +400.1% | +585.7% | -185.6% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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