+400.1%
META vs FN
+663.9%
-263.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.2% | +10.3% | -0.7% |
| 7D | -3.1% | -16.0% | +12.9% | +0.3% |
| 30D | -18.1% | -40.1% | +22.0% | -8.8% |
| 3M | +2.9% | -43.9% | +46.8% | +14.8% |
| 6M | +0.2% | -55.6% | +55.8% | +15.9% |
| YTD | -8.1% | -35.7% | +27.6% | -6.3% |
| 1Y | -4.5% | -39.8% | +35.3% | -1.7% |
| 3Y | +94.2% | +80.3% | +13.9% | +35.7% |
| 5Y | +79.1% | +143.3% | -64.2% | +9.5% |
| All | +400.1% | +663.9% | -263.8% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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