-1.1%
META vs FTI
+49.9%
-51.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +1.0% |
| 7D | -0.8% | -7.6% | +6.8% | -1.2% |
| 30D | -15.4% | -7.1% | -8.3% | -15.7% |
| 3M | +3.5% | -8.7% | +12.2% | +3.1% |
| 6M | -0.3% | -14.0% | +13.7% | -0.2% |
| YTD | -7.3% | +42.8% | -50.2% | -4.3% |
| 1Y | -1.1% | +50.4% | -51.5% | +1.0% |
| All | -1.1% | +49.9% | -51.0% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling