+462.9%
META vs FITB
+212.2%
+250.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.6% |
| 7D | +5.2% | +2.8% | +2.4% | +4.3% |
| 30D | -13.0% | +9.8% | -22.8% | -15.4% |
| 3M | +7.9% | -5.2% | +13.1% | +9.5% |
| 6M | +4.2% | +17.3% | -13.1% | -0.9% |
| YTD | -2.5% | +19.3% | -21.8% | -8.3% |
| 1Y | +5.6% | +32.7% | -27.1% | -3.9% |
| 3Y | +96.8% | +141.6% | -44.8% | +47.3% |
| 5Y | +90.0% | +48.9% | +41.2% | +62.0% |
| All | +462.9% | +212.2% | +250.8% | +270.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling