-4.5%
META vs FGI
+51.0%
-55.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | -3.1% | -11.6% | +8.5% | -2.8% |
| 30D | -18.1% | -3.3% | -14.8% | -18.1% |
| 3M | +2.9% | +65.6% | -62.7% | +0.1% |
| 6M | +0.2% | -2.8% | +3.0% | -1.9% |
| YTD | -8.1% | +30.1% | -38.2% | -12.2% |
| 1Y | -4.5% | +50.2% | -54.7% | -13.7% |
| All | -4.5% | +51.0% | -55.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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