-12.0%
META vs FRMI
-92.8%
+80.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +17.5% | -19.5% | -2.3% |
| 7D | -0.2% | -0.5% | +0.4% | -0.2% |
| 30D | -15.4% | -44.3% | +28.9% | -14.6% |
| 3M | +5.0% | -74.6% | +79.6% | +6.4% |
| 6M | +5.2% | -66.3% | +71.5% | +5.0% |
| YTD | -4.5% | -77.4% | +72.9% | -3.7% |
| 1Y | +0.6% | -91.7% | +92.3% | +1.9% |
| All | -12.0% | -92.8% | +80.7% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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