+93.4%
META vs FFIV
+102.8%
-9.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -2.0% |
| 7D | -3.1% | -14.2% | +11.1% | +2.2% |
| 30D | -18.1% | -33.6% | +15.5% | -6.2% |
| 3M | +2.9% | -24.2% | +27.1% | +11.4% |
| 6M | +0.2% | -8.3% | +8.5% | +0.3% |
| YTD | -8.1% | +22.1% | -30.2% | -19.9% |
| 1Y | -4.5% | +26.5% | -31.0% | -18.4% |
| All | +93.4% | +102.8% | -9.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling