+425.7%
META vs FTI
+185.2%
+240.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | +5.7% | -4.3% | +10.0% | +6.4% |
| 30D | -10.8% | -8.0% | -2.7% | -9.8% |
| 3M | +8.4% | -8.0% | +16.5% | +9.4% |
| 6M | +5.4% | -8.7% | +14.1% | +6.1% |
| YTD | -2.6% | +43.9% | -46.5% | -8.5% |
| 1Y | +3.5% | +49.8% | -46.3% | -3.4% |
| 3Y | +102.0% | +211.7% | -109.7% | +67.6% |
| 5Y | +93.1% | +781.6% | -688.5% | +34.6% |
| 10Y | +425.7% | +180.2% | +245.5% | +282.9% |
| All | +425.7% | +185.2% | +240.5% | +282.9% |
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