+107.3%
META vs FAST
+86.1%
+21.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +6.7% | -0.4% | +7.1% | +6.8% |
| 30D | +4.8% | -0.8% | +5.5% | +4.8% |
| 3M | -1.6% | +5.8% | -7.4% | -3.1% |
| 6M | -7.5% | +8.0% | -15.5% | -9.6% |
| YTD | -6.4% | +25.6% | -32.0% | -12.3% |
| 1Y | -17.3% | +0.8% | -18.2% | -17.9% |
| All | +107.3% | +86.1% | +21.2% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling