+1.9%
META vs FDS
+26.9%
-25.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.1% |
| 7D | +5.7% | -5.0% | +10.7% | +5.8% |
| 30D | -10.8% | +13.8% | -24.5% | -11.2% |
| 3M | +8.4% | +14.8% | -6.4% | +7.6% |
| 6M | +5.4% | +47.4% | -42.0% | +4.0% |
| YTD | -2.6% | +14.2% | -16.7% | -6.1% |
| All | +1.9% | +26.9% | -25.1% | -4.5% |
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