+107.3%
META vs USFR
+14.1%
+93.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | +6.7% | +0.1% | +6.6% | +6.9% |
| 30D | +4.8% | +0.3% | +4.5% | +5.9% |
| 3M | -1.6% | +1.0% | -2.6% | +1.9% |
| 6M | -7.5% | +1.9% | -9.4% | -2.0% |
| YTD | -6.4% | +2.6% | -9.0% | +0.1% |
| 1Y | -17.3% | +4.0% | -21.4% | -9.9% |
| All | +107.3% | +14.1% | +93.2% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling