+79.1%
META vs FFIV
+39.3%
+39.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -0.9% |
| 7D | -3.1% | -14.2% | +11.1% | +5.5% |
| 30D | -18.1% | -33.6% | +15.5% | +1.3% |
| 3M | +2.9% | -24.2% | +27.1% | +16.5% |
| 6M | +0.2% | -8.3% | +8.5% | -0.3% |
| YTD | -8.1% | +22.1% | -30.2% | -26.4% |
| 1Y | -4.5% | +26.5% | -31.0% | -25.7% |
| 3Y | +94.2% | +102.3% | -8.1% | -4.3% |
| 5Y | +79.1% | +40.6% | +38.4% | +16.6% |
| All | +79.1% | +39.3% | +39.8% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling