+111.9%
META vs FGI
-70.3%
+182.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.6% |
| 7D | +2.9% | +3.3% | -0.5% | +2.7% |
| 30D | -15.1% | -2.0% | -13.0% | -15.1% |
| 3M | +7.2% | +60.3% | -53.0% | +4.2% |
| 6M | +3.4% | +0.7% | +2.6% | +1.3% |
| YTD | -4.3% | +30.2% | -34.5% | -8.4% |
| 1Y | +0.8% | +44.4% | -43.6% | -4.3% |
| 3Y | +102.2% | -0.4% | +102.6% | +89.2% |
| All | +111.9% | -70.3% | +182.2% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling