+321.2%
META vs FND
+66.0%
+255.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.5% |
| 7D | +6.7% | -5.2% | +11.9% | +8.2% |
| 30D | +4.8% | -19.9% | +24.6% | +11.3% |
| 3M | -1.6% | +2.7% | -4.3% | -3.5% |
| 6M | -7.5% | -21.7% | +14.2% | -2.4% |
| YTD | -6.4% | -17.5% | +11.1% | -3.7% |
| 1Y | -17.3% | -39.3% | +22.0% | -7.4% |
| 3Y | +109.9% | -49.8% | +159.7% | +136.8% |
| 5Y | +65.4% | -60.1% | +125.4% | +90.0% |
| All | +321.2% | +66.0% | +255.2% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling