+1,497.9%
META vs FTI
+115.7%
+1,382.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -3.3% |
| 7D | -3.1% | -8.0% | +4.9% | -2.0% |
| 30D | -18.1% | -11.9% | -6.2% | -16.7% |
| 3M | +2.9% | -11.0% | +13.9% | +4.3% |
| 6M | +0.2% | -17.8% | +18.0% | +2.4% |
| YTD | -8.1% | +38.5% | -46.6% | -13.1% |
| 1Y | -4.5% | +45.9% | -50.5% | -10.5% |
| 3Y | +94.2% | +181.8% | -87.7% | +63.7% |
| 5Y | +79.1% | +748.6% | -669.5% | +26.0% |
| 10Y | +405.9% | +180.4% | +225.5% | +273.9% |
| All | +1,497.9% | +115.7% | +1,382.2% | +1,154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling