+5.6%
META vs FFIV
+28.7%
-23.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.5% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | -13.0% | -32.4% | +19.4% | -6.1% |
| 3M | +7.9% | -25.7% | +33.6% | +13.8% |
| 6M | +4.2% | -13.5% | +17.7% | +7.3% |
| YTD | -2.5% | +21.1% | -23.6% | -6.9% |
| 1Y | +5.6% | +29.4% | -23.8% | -1.6% |
| All | +5.6% | +28.7% | -23.1% | -1.6% |
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