+2.6%
META vs FDS
+23.8%
-21.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.3% | -2.0% | +5.3% | +3.3% |
| 30D | -10.8% | +13.5% | -24.3% | -11.2% |
| 3M | +7.9% | +15.2% | -7.3% | +7.1% |
| 6M | +5.4% | +47.0% | -41.7% | +3.9% |
| YTD | -2.6% | +13.9% | -16.5% | -5.9% |
| All | +2.6% | +23.8% | -21.2% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling