+404.3%
META vs FAST
+586.8%
-182.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | +2.1% | -2.9% | -1.7% |
| 30D | -15.4% | +6.9% | -22.3% | -18.1% |
| 3M | +3.5% | +4.8% | -1.3% | +1.0% |
| 6M | -0.3% | +19.8% | -20.0% | -8.8% |
| YTD | -7.3% | +34.9% | -42.2% | -20.7% |
| 1Y | -1.1% | +32.8% | -33.9% | -14.8% |
| 3Y | +95.1% | +93.7% | +1.3% | +34.2% |
| 5Y | +80.6% | +105.3% | -24.7% | +20.2% |
| All | +404.3% | +586.8% | -182.5% | +139.7% |
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