+81.9%
META vs USFR
+21.3%
+60.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -15.4% | +0.4% | -15.8% | -15.4% |
| 3M | +3.5% | +1.1% | +2.5% | +3.4% |
| 6M | -0.3% | +2.1% | -2.3% | -1.0% |
| YTD | -7.3% | +3.4% | -10.7% | -9.8% |
| 1Y | -1.1% | +4.1% | -5.2% | -4.9% |
| 3Y | +95.1% | +14.4% | +80.7% | +61.8% |
| All | +81.9% | +21.3% | +60.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling