+84.7%
META vs FND
-62.4%
+147.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | +0.7% |
| 7D | +3.1% | -5.1% | +8.2% | +4.9% |
| 30D | -18.2% | +9.2% | -27.4% | -21.3% |
| 3M | +7.8% | -17.7% | +25.5% | +14.4% |
| 6M | +3.6% | +2.5% | +1.1% | -0.2% |
| YTD | -5.3% | -19.8% | +14.5% | -1.9% |
| 1Y | +2.7% | -22.7% | +25.4% | +7.5% |
| 3Y | +91.5% | -38.3% | +129.8% | +95.0% |
| 5Y | +84.7% | -63.0% | +147.7% | +119.5% |
| All | +84.7% | -62.4% | +147.1% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling