+317.1%
META vs FND
+69.4%
+247.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | +7.7% | -8.5% | -3.0% |
| 30D | -15.4% | +11.9% | -27.3% | -18.5% |
| 3M | +3.5% | -14.6% | +18.1% | +7.3% |
| 6M | -0.3% | +0.5% | -0.7% | -2.4% |
| YTD | -7.3% | -15.8% | +8.5% | -5.8% |
| 1Y | -1.1% | -12.9% | +11.8% | -0.8% |
| 3Y | +95.1% | -34.2% | +129.2% | +101.5% |
| 5Y | +80.6% | -61.6% | +142.1% | +107.8% |
| All | +317.1% | +69.4% | +247.6% | +242.5% |
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