+107.3%
META vs FIX
+782.4%
-675.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +6.7% | +6.0% | +0.7% | +5.4% |
| 30D | +4.8% | -7.2% | +12.0% | +6.1% |
| 3M | -1.6% | -15.9% | +14.2% | +0.8% |
| 6M | -7.5% | +12.7% | -20.2% | -12.7% |
| YTD | -6.4% | +72.8% | -79.2% | -21.2% |
| 1Y | -17.3% | +122.9% | -140.2% | -35.7% |
| All | +107.3% | +782.4% | -675.1% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling