+451.6%
META vs FFIV
+126.3%
+325.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.4% |
| 7D | -0.2% | -2.9% | +2.7% | +1.3% |
| 30D | -15.4% | -32.4% | +17.0% | +0.6% |
| 3M | +5.0% | -22.7% | +27.7% | +16.2% |
| 6M | +5.2% | -10.7% | +15.9% | +7.6% |
| YTD | -4.5% | +25.4% | -29.9% | -19.4% |
| 1Y | +0.6% | +34.2% | -33.6% | -18.3% |
| 3Y | +93.1% | +101.2% | -8.1% | +23.2% |
| 5Y | +93.7% | +42.0% | +51.7% | +44.8% |
| All | +451.6% | +126.3% | +325.3% | +221.3% |
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