+0.8%
META vs FFIV
+33.5%
-32.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +2.9% | -9.8% | +12.7% | +5.0% |
| 30D | -15.1% | -28.1% | +13.0% | -9.7% |
| 3M | +7.2% | -20.0% | +27.3% | +11.1% |
| 6M | +3.4% | -0.1% | +3.5% | +3.7% |
| YTD | -4.3% | +29.2% | -33.5% | -9.2% |
| 1Y | +0.8% | +36.6% | -35.8% | -6.2% |
| All | +0.8% | +33.5% | -32.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling