+81.9%
META vs FDS
-22.8%
+104.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.9% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -15.4% | +20.2% | -35.6% | -20.2% |
| 3M | +3.5% | +19.9% | -16.4% | -3.0% |
| 6M | -0.3% | +56.2% | -56.4% | -15.8% |
| YTD | -7.3% | +14.6% | -21.9% | -12.1% |
| 1Y | -1.1% | +31.6% | -32.7% | -13.1% |
| 3Y | +95.1% | -23.8% | +118.9% | +123.5% |
| All | +81.9% | -22.8% | +104.7% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling