+89.4%
META vs FAST
+109.2%
-19.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.6% |
| 7D | +2.9% | +3.4% | -0.6% | +1.0% |
| 30D | -15.1% | +5.5% | -20.6% | -17.6% |
| 3M | +7.2% | +7.6% | -0.3% | +2.7% |
| 6M | +3.4% | +19.8% | -16.4% | -7.0% |
| YTD | -4.3% | +35.5% | -39.8% | -21.1% |
| 1Y | +0.8% | +31.6% | -30.9% | -15.5% |
| 3Y | +102.2% | +91.0% | +11.1% | +19.4% |
| 5Y | +89.4% | +105.1% | -15.7% | -0.8% |
| All | +89.4% | +109.2% | -19.8% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling