+79.1%
META vs FDS
-19.3%
+98.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -3.1% | +6.4% | -9.5% | -4.9% |
| 30D | -18.1% | +25.2% | -43.3% | -23.6% |
| 3M | +2.9% | +22.9% | -20.1% | -4.2% |
| 6M | +0.2% | +56.5% | -56.3% | -15.2% |
| YTD | -8.1% | +19.0% | -27.1% | -13.7% |
| 1Y | -4.5% | +32.7% | -37.2% | -15.7% |
| 3Y | +94.2% | -20.4% | +114.6% | +119.2% |
| 5Y | +79.1% | -19.6% | +98.7% | +99.0% |
| All | +79.1% | -19.3% | +98.3% | +99.0% |
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