-4.5%
META vs FE
+6.0%
-10.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | -18.1% | +6.4% | -24.5% | -17.8% |
| 3M | +2.9% | -0.5% | +3.3% | +3.1% |
| 6M | +0.2% | +4.7% | -4.6% | +0.3% |
| YTD | -8.1% | +8.4% | -16.5% | -4.8% |
| 1Y | -4.5% | +7.2% | -11.8% | -0.9% |
| All | -4.5% | +6.0% | -10.5% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling