+101.4%
META vs FAST
+92.6%
+8.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.1% |
| 7D | +2.9% | +3.4% | -0.6% | +2.1% |
| 30D | -15.1% | +5.5% | -20.6% | -16.2% |
| 3M | +7.2% | +7.6% | -0.3% | +5.2% |
| 6M | +3.4% | +19.8% | -16.4% | -1.3% |
| YTD | -4.3% | +35.5% | -39.8% | -12.0% |
| 1Y | +0.8% | +31.6% | -30.9% | -6.6% |
| All | +101.4% | +92.6% | +8.8% | +62.9% |
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 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