+1,497.9%
META vs FDS
+277.3%
+1,220.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -3.1% | +6.4% | -9.5% | -5.5% |
| 30D | -18.1% | +25.2% | -43.3% | -25.3% |
| 3M | +2.9% | +22.9% | -20.1% | -6.4% |
| 6M | +0.2% | +56.5% | -56.3% | -19.2% |
| YTD | -8.1% | +19.0% | -27.1% | -17.8% |
| 1Y | -4.5% | +32.7% | -37.2% | -19.5% |
| 3Y | +94.2% | -20.4% | +114.6% | +104.8% |
| 5Y | +79.1% | -19.6% | +98.7% | +86.8% |
| 10Y | +405.9% | +148.5% | +257.4% | +207.9% |
| All | +1,497.9% | +277.3% | +1,220.6% | +748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling