+338.4%
META vs FND
+70.0%
+268.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +1.0% |
| 7D | +3.3% | +6.8% | -3.6% | +1.3% |
| 30D | -10.8% | +13.1% | -23.8% | -14.2% |
| 3M | +7.9% | -13.1% | +21.0% | +11.4% |
| 6M | +5.4% | -0.6% | +6.0% | +3.5% |
| YTD | -2.6% | -15.5% | +12.9% | -1.1% |
| 1Y | +1.9% | -13.7% | +15.5% | +2.4% |
| 3Y | +97.0% | -35.0% | +132.0% | +104.3% |
| 5Y | +97.6% | -60.1% | +157.7% | +125.6% |
| All | +338.4% | +70.0% | +268.4% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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