+374.8%
META vs FTI
+311.9%
+62.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +6.7% | +5.3% | +1.4% | +5.9% |
| 30D | +4.8% | +15.3% | -10.6% | +2.6% |
| 3M | -1.6% | +15.8% | -17.4% | -3.9% |
| 6M | -7.5% | +22.6% | -30.0% | -10.6% |
| YTD | -6.4% | +79.5% | -85.9% | -14.6% |
| 1Y | -17.3% | +102.0% | -119.4% | -26.1% |
| 3Y | +109.9% | +315.8% | -205.9% | +67.3% |
| 5Y | +65.4% | +1,129.5% | -1,064.1% | +10.0% |
| All | +374.8% | +311.9% | +62.9% | +224.4% |
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