+2.6%
META vs FTI
+48.1%
-45.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +3.3% | -3.3% | +6.6% | +3.0% |
| 30D | -10.8% | -7.2% | -3.5% | -11.1% |
| 3M | +7.9% | -12.9% | +20.8% | +6.9% |
| 6M | +5.4% | -7.9% | +13.3% | +5.4% |
| YTD | -2.6% | +45.2% | -47.7% | +1.8% |
| All | +2.6% | +48.1% | -45.5% | +6.7% |
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 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