+1,563.7%
META vs FAST
+625.5%
+938.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.8% |
| 7D | +2.9% | +3.4% | -0.6% | +1.5% |
| 30D | -15.1% | +5.5% | -20.6% | -17.0% |
| 3M | +7.2% | +7.6% | -0.3% | +3.8% |
| 6M | +3.4% | +19.8% | -16.4% | -4.5% |
| YTD | -4.3% | +35.5% | -39.8% | -16.7% |
| 1Y | +0.8% | +31.6% | -30.9% | -11.2% |
| 3Y | +102.2% | +91.0% | +11.1% | +47.8% |
| 5Y | +89.4% | +105.1% | -15.7% | +34.4% |
| 10Y | +426.7% | +598.2% | -171.5% | +149.5% |
| All | +1,563.7% | +625.5% | +938.2% | +692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling