+107.3%
META vs FIVE
+50.0%
+57.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.1% |
| 7D | +6.7% | +4.3% | +2.4% | +5.9% |
| 30D | +4.8% | +12.5% | -7.8% | +2.4% |
| 3M | -1.6% | +31.2% | -32.9% | -6.8% |
| 6M | -7.5% | +14.4% | -21.8% | -10.6% |
| YTD | -6.4% | +33.9% | -40.3% | -12.5% |
| 1Y | -17.3% | +65.1% | -82.4% | -26.1% |
| All | +107.3% | +50.0% | +57.3% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling