-4.5%
META vs FAST
+31.1%
-35.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -18.1% | +4.6% | -22.7% | -18.8% |
| 3M | +2.9% | +6.4% | -3.5% | +1.4% |
| 6M | +0.2% | +20.6% | -20.4% | -4.0% |
| YTD | -8.1% | +34.7% | -42.8% | -16.6% |
| 1Y | -4.5% | +29.7% | -34.2% | -11.3% |
| All | -4.5% | +31.1% | -35.7% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling