+400.1%
META vs FIX
+3,416.6%
-3,016.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.6% | +7.6% | -1.2% |
| 7D | -3.1% | -27.2% | +24.1% | +3.8% |
| 30D | -18.1% | -46.9% | +28.8% | -5.6% |
| 3M | +2.9% | -44.4% | +47.3% | +16.4% |
| 6M | +0.2% | -50.9% | +51.1% | +15.3% |
| YTD | -8.1% | +3.5% | -11.6% | -14.6% |
| 1Y | -4.5% | -2.1% | -2.4% | -10.3% |
| 3Y | +94.2% | +418.7% | -324.6% | +6.7% |
| 5Y | +79.1% | +894.6% | -815.5% | -19.1% |
| All | +400.1% | +3,416.6% | -3,016.5% | +67.4% |
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