+433.3%
META vs FTI
+180.1%
+253.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | -15.4% | -6.3% | -9.1% | -14.7% |
| 3M | +5.0% | -13.1% | +18.2% | +6.9% |
| 6M | +5.2% | -8.0% | +13.2% | +5.8% |
| YTD | -4.5% | +47.1% | -51.6% | -10.6% |
| 1Y | +0.6% | +50.7% | -50.1% | -6.2% |
| 3Y | +93.1% | +209.0% | -115.9% | +60.3% |
| 5Y | +93.7% | +847.0% | -753.3% | +33.6% |
| 10Y | +433.3% | +184.3% | +249.0% | +289.7% |
| All | +433.3% | +180.1% | +253.3% | +289.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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