+2,045.5%
META vs FIVE
+868.1%
+1,177.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.2% |
| 7D | +6.7% | +4.3% | +2.4% | +5.6% |
| 30D | +4.8% | +12.5% | -7.8% | +1.7% |
| 3M | -1.6% | +31.2% | -32.9% | -8.3% |
| 6M | -7.5% | +14.4% | -21.8% | -11.6% |
| YTD | -6.4% | +33.9% | -40.3% | -14.1% |
| 1Y | -17.3% | +65.1% | -82.4% | -28.2% |
| 3Y | +109.9% | +49.0% | +61.0% | +75.0% |
| 5Y | +65.4% | +30.3% | +35.1% | +39.0% |
| 10Y | +391.8% | +481.1% | -89.3% | +203.1% |
| All | +2,045.5% | +868.1% | +1,177.3% | +1,260.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling