+400.1%
META vs FE
+108.3%
+291.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -3.1% | +0.6% | -3.7% | -3.2% |
| 30D | -18.1% | +6.4% | -24.5% | -19.3% |
| 3M | +2.9% | -0.5% | +3.3% | +2.8% |
| 6M | +0.2% | +4.7% | -4.6% | -1.1% |
| YTD | -8.1% | +8.4% | -16.5% | -10.1% |
| 1Y | -4.5% | +7.2% | -11.8% | -6.4% |
| 3Y | +94.2% | +44.9% | +49.3% | +73.6% |
| 5Y | +79.1% | +46.3% | +32.8% | +57.8% |
| All | +400.1% | +108.3% | +291.8% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling