+444.1%
META vs FTI
+176.5%
+267.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +3.3% | -3.3% | +6.6% | +3.8% |
| 30D | -10.8% | -7.2% | -3.5% | -9.9% |
| 3M | +7.9% | -12.9% | +20.8% | +9.8% |
| 6M | +5.4% | -7.9% | +13.3% | +6.0% |
| YTD | -2.6% | +45.2% | -47.7% | -8.6% |
| 1Y | +1.9% | +48.1% | -46.2% | -4.8% |
| 3Y | +97.0% | +205.0% | -108.0% | +63.9% |
| 5Y | +97.6% | +838.8% | -741.2% | +36.5% |
| All | +444.1% | +176.5% | +267.6% | +298.2% |
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