+89.4%
META vs FN
+197.1%
-107.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.7% |
| 7D | +2.9% | -7.0% | +9.8% | +4.0% |
| 30D | -15.1% | -24.7% | +9.6% | -10.7% |
| 3M | +7.2% | -35.7% | +42.9% | +15.4% |
| 6M | +3.4% | -52.4% | +55.8% | +17.0% |
| YTD | -4.3% | -25.0% | +20.6% | -6.0% |
| 1Y | +0.8% | -25.7% | +26.4% | -1.6% |
| 3Y | +102.2% | +110.2% | -8.0% | +32.9% |
| 5Y | +89.4% | +192.3% | -103.0% | -2.2% |
| All | +89.4% | +197.1% | -107.7% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling