-1.1%
META vs FIX
+3.4%
-4.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.4% |
| 7D | -0.8% | -17.5% | +16.7% | +0.3% |
| 30D | -15.4% | -41.6% | +26.2% | -12.6% |
| 3M | +3.5% | -40.6% | +44.1% | +6.9% |
| 6M | -0.3% | -49.4% | +49.1% | +4.8% |
| YTD | -7.3% | +9.2% | -16.5% | -14.3% |
| 1Y | -1.1% | +6.5% | -7.5% | -8.3% |
| All | -1.1% | +3.4% | -4.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling