+891.5%
META vs USFR
+27.5%
+864.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +0.1% | +6.6% | +6.7% |
| 30D | +4.8% | +0.3% | +4.5% | +4.8% |
| 3M | -1.6% | +1.0% | -2.6% | -1.6% |
| 6M | -7.5% | +1.9% | -9.4% | -7.4% |
| YTD | -6.4% | +2.6% | -9.0% | -6.4% |
| 1Y | -17.3% | +4.0% | -21.4% | -17.3% |
| 3Y | +109.9% | +14.1% | +95.8% | +110.1% |
| 5Y | +65.4% | +20.4% | +44.9% | +65.8% |
| 10Y | +391.8% | +28.0% | +363.8% | +396.9% |
| All | +891.5% | +27.5% | +864.0% | +914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling