+379.6%
META vs FFIV
+214.3%
+165.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +6.7% | -1.0% | +7.7% | +7.1% |
| 30D | +4.8% | -5.1% | +9.8% | +7.0% |
| 3M | -1.6% | -4.5% | +2.8% | +0.1% |
| 6M | -7.5% | +36.5% | -43.9% | -22.1% |
| YTD | -6.4% | +53.0% | -59.4% | -26.4% |
| 1Y | -17.3% | +24.2% | -41.6% | -28.4% |
| 3Y | +109.9% | +137.2% | -27.3% | +28.2% |
| 5Y | +65.4% | +91.8% | -26.4% | +11.2% |
| All | +379.6% | +214.3% | +165.3% | +170.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling