+62.8%
META vs FN
+289.0%
-226.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | +6.7% | -1.7% | +8.4% | +7.1% |
| 30D | +4.8% | -22.0% | +26.7% | +9.5% |
| 3M | -1.6% | -43.0% | +41.4% | +9.1% |
| 6M | -7.5% | -27.7% | +20.3% | -4.9% |
| YTD | -6.4% | -10.5% | +4.1% | -10.3% |
| 1Y | -17.3% | +12.5% | -29.8% | -26.5% |
| 3Y | +109.9% | +153.8% | -43.9% | +35.0% |
| All | +62.8% | +289.0% | -226.2% | -17.5% |
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