+444.1%
META vs FFIV
+128.1%
+315.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | -4.2% | +7.5% | +5.4% |
| 30D | -10.8% | -33.9% | +23.1% | +7.2% |
| 3M | +7.9% | -22.6% | +30.5% | +19.3% |
| 6M | +5.4% | -10.4% | +15.8% | +7.6% |
| YTD | -2.6% | +24.3% | -26.9% | -17.4% |
| 1Y | +1.9% | +31.8% | -29.9% | -16.5% |
| 3Y | +97.0% | +99.5% | -2.5% | +26.3% |
| 5Y | +97.6% | +40.7% | +56.9% | +48.4% |
| All | +444.1% | +128.1% | +315.9% | +216.2% |
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 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