+379.6%
META vs FDS
+84.7%
+294.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.4% |
| 7D | +6.7% | -1.9% | +8.6% | +7.4% |
| 30D | +4.8% | +9.0% | -4.3% | +0.9% |
| 3M | -1.6% | +18.9% | -20.5% | -9.1% |
| 6M | -7.5% | +35.1% | -42.6% | -20.4% |
| YTD | -6.4% | +5.5% | -11.9% | -11.1% |
| 1Y | -17.3% | -16.8% | -0.5% | -12.9% |
| 3Y | +109.9% | -28.1% | +138.0% | +134.2% |
| 5Y | +65.4% | -17.4% | +82.8% | +70.9% |
| All | +379.6% | +84.7% | +294.9% | +236.3% |
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