+62.8%
META vs FE
+45.0%
+17.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +6.7% | +1.9% | +4.8% | +6.5% |
| 30D | +4.8% | -1.2% | +5.9% | +4.8% |
| 3M | -1.6% | +3.5% | -5.1% | -2.0% |
| 6M | -7.5% | -6.1% | -1.4% | -7.0% |
| YTD | -6.4% | +7.6% | -14.0% | -6.9% |
| 1Y | -17.3% | +11.9% | -29.3% | -18.2% |
| 3Y | +109.9% | +48.4% | +61.5% | +96.9% |
| All | +62.8% | +45.0% | +17.8% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling