+95.1%
META vs FFIV
+102.2%
-7.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.8% | -8.1% | +7.3% | +2.3% |
| 30D | -15.4% | -33.4% | +18.0% | -3.3% |
| 3M | +3.5% | -24.7% | +28.3% | +12.5% |
| 6M | -0.3% | -8.8% | +8.6% | 0.0% |
| YTD | -7.3% | +21.8% | -29.1% | -19.2% |
| 1Y | -1.1% | +25.3% | -26.4% | -15.1% |
| 3Y | +95.1% | +101.2% | -6.1% | +43.6% |
| All | +95.1% | +102.2% | -7.1% | +43.6% |
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 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