+447.1%
META vs FDS
+127.0%
+320.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +3.1% | -2.6% | +5.6% | +4.0% |
| 30D | -18.2% | +14.1% | -32.3% | -22.7% |
| 3M | +7.8% | +19.8% | -12.0% | -0.9% |
| 6M | +3.6% | +55.0% | -51.4% | -16.0% |
| YTD | -5.3% | +15.9% | -21.2% | -14.1% |
| 1Y | +2.7% | +24.2% | -21.4% | -10.5% |
| 3Y | +91.5% | -24.0% | +115.5% | +108.7% |
| 5Y | +84.7% | -23.3% | +108.0% | +98.5% |
| All | +447.1% | +127.0% | +320.1% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling