+400.1%
META vs FIVE
+566.1%
-166.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.9% |
| 7D | -3.1% | -1.7% | -1.4% | -2.7% |
| 30D | -18.1% | +14.9% | -33.0% | -21.1% |
| 3M | +2.9% | +7.6% | -4.8% | +0.3% |
| 6M | +0.2% | +6.4% | -6.2% | -3.0% |
| YTD | -8.1% | +28.1% | -36.2% | -15.8% |
| 1Y | -4.5% | +54.7% | -59.2% | -17.0% |
| 3Y | +94.2% | +36.1% | +58.1% | +62.4% |
| 5Y | +79.1% | +14.9% | +64.2% | +51.2% |
| All | +400.1% | +566.1% | -166.0% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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