+379.6%
META vs FIX
+5,813.3%
-5,433.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +6.7% | +6.0% | +0.7% | +5.2% |
| 30D | +4.8% | -7.2% | +12.0% | +6.4% |
| 3M | -1.6% | -15.9% | +14.2% | +1.0% |
| 6M | -7.5% | +12.7% | -20.2% | -12.8% |
| YTD | -6.4% | +72.8% | -79.2% | -21.8% |
| 1Y | -17.3% | +122.9% | -140.2% | -36.3% |
| 3Y | +109.9% | +774.3% | -664.4% | +4.1% |
| 5Y | +65.4% | +2,049.5% | -1,984.1% | -35.8% |
| All | +379.6% | +5,813.3% | -5,433.7% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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