+62.8%
META vs FIVE
+31.2%
+31.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.5% |
| 7D | +6.7% | +4.3% | +2.4% | +5.4% |
| 30D | +4.8% | +12.5% | -7.8% | +0.9% |
| 3M | -1.6% | +31.2% | -32.9% | -9.9% |
| 6M | -7.5% | +14.4% | -21.8% | -12.7% |
| YTD | -6.4% | +33.9% | -40.3% | -16.1% |
| 1Y | -17.3% | +65.1% | -82.4% | -31.0% |
| 3Y | +109.9% | +49.0% | +61.0% | +68.2% |
| All | +62.8% | +31.2% | +31.6% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling