+425.7%
META vs FDS
+135.1%
+290.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +5.7% | -5.0% | +10.7% | +7.6% |
| 30D | -10.8% | +13.8% | -24.5% | -15.5% |
| 3M | +8.4% | +14.8% | -6.4% | +1.4% |
| 6M | +5.4% | +47.4% | -42.0% | -12.7% |
| YTD | -2.6% | +14.2% | -16.7% | -11.1% |
| 1Y | +3.5% | +26.6% | -23.1% | -10.9% |
| 3Y | +102.0% | -24.4% | +126.4% | +120.3% |
| 5Y | +93.1% | -22.6% | +115.7% | +106.2% |
| 10Y | +425.7% | +130.0% | +295.7% | +233.3% |
| All | +425.7% | +135.1% | +290.5% | +233.3% |
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