+404.3%
META vs FIX
+3,608.1%
-3,203.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | -0.5% |
| 7D | -0.8% | -17.5% | +16.7% | +3.2% |
| 30D | -15.4% | -41.6% | +26.2% | -4.8% |
| 3M | +3.5% | -40.6% | +44.1% | +15.3% |
| 6M | -0.3% | -49.4% | +49.1% | +13.9% |
| YTD | -7.3% | +9.2% | -16.5% | -15.0% |
| 1Y | -1.1% | +6.5% | -7.5% | -9.0% |
| 3Y | +95.1% | +448.7% | -353.7% | +5.7% |
| 5Y | +80.6% | +948.7% | -868.1% | -19.5% |
| All | +404.3% | +3,608.1% | -3,203.8% | +66.7% |
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