-21.4%
META vs FIG
-78.3%
+56.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.7% | +12.7% | -3.5% |
| 7D | -3.1% | -17.4% | +14.3% | -2.7% |
| 30D | -18.1% | -15.9% | -2.2% | -17.8% |
| 3M | +2.9% | -34.5% | +37.3% | +3.6% |
| 6M | +0.2% | -5.0% | +5.2% | -0.4% |
| YTD | -8.1% | -50.7% | +42.6% | -6.9% |
| 1Y | -4.5% | -58.1% | +53.6% | -3.0% |
| All | -21.4% | -78.3% | +56.9% | -19.8% |
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