-20.0%
META vs FIG
-71.6%
+51.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.1% |
| 7D | +6.7% | -16.3% | +23.0% | +7.1% |
| 30D | +4.8% | -14.3% | +19.1% | +5.0% |
| 3M | -1.6% | +7.2% | -8.8% | -2.2% |
| 6M | -7.5% | -18.6% | +11.2% | -7.2% |
| YTD | -6.4% | -35.5% | +29.1% | -5.7% |
| 1Y | -17.3% | -55.8% | +38.4% | -15.8% |
| All | -20.0% | -71.6% | +51.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 3y: compounded portfolio wealth divided by compounded FIG 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…
3y analysis · Full analysis span regression · 6 months rolling