+1,527.5%
META vs FE
+80.5%
+1,447.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +6.7% | +1.9% | +4.8% | +6.3% |
| 30D | +4.8% | -1.2% | +5.9% | +5.0% |
| 3M | -1.6% | +3.5% | -5.1% | -2.4% |
| 6M | -7.5% | -6.1% | -1.4% | -6.4% |
| YTD | -6.4% | +7.6% | -14.0% | -8.0% |
| 1Y | -17.3% | +11.9% | -29.3% | -19.5% |
| 3Y | +109.9% | +48.4% | +61.5% | +89.8% |
| 5Y | +65.4% | +44.8% | +20.6% | +49.2% |
| 10Y | +391.8% | +115.9% | +275.9% | +317.6% |
| All | +1,527.5% | +80.5% | +1,447.0% | +1,270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling