+62.8%
META vs FTI
+1,129.5%
-1,066.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | -1.6% | +15.8% | -17.4% | -4.0% |
| 6M | -7.5% | +22.6% | -30.0% | -10.8% |
| YTD | -6.4% | +79.5% | -85.9% | -15.3% |
| 1Y | -17.3% | +102.0% | -119.4% | -27.0% |
| 3Y | +109.9% | +315.8% | -205.9% | +64.5% |
| All | +62.8% | +1,129.5% | -1,066.7% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling