+79.1%
META vs FIX
+929.6%
-850.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -11.6% | +7.6% | -1.1% |
| 7D | -3.1% | -27.2% | +24.1% | +4.2% |
| 30D | -18.1% | -46.9% | +28.8% | -4.9% |
| 3M | +2.9% | -44.4% | +47.3% | +17.2% |
| 6M | +0.2% | -50.9% | +51.1% | +16.3% |
| YTD | -8.1% | +3.5% | -11.6% | -16.8% |
| 1Y | -4.5% | -2.1% | -2.4% | -12.4% |
| 3Y | +94.2% | +418.7% | -324.6% | -16.8% |
| 5Y | +79.1% | +894.6% | -815.5% | -48.2% |
| All | +79.1% | +929.6% | -850.5% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling