+462.9%
META vs FTV
+109.2%
+353.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +5.2% | +3.9% | +1.3% | +3.0% |
| 30D | -13.0% | +18.7% | -31.7% | -21.1% |
| 3M | +7.9% | +10.0% | -2.1% | +1.9% |
| 6M | +4.2% | +14.6% | -10.3% | -4.3% |
| YTD | -2.5% | +23.4% | -26.0% | -15.2% |
| 1Y | +5.6% | +31.3% | -25.7% | -11.6% |
| 3Y | +96.8% | +39.8% | +57.0% | +55.1% |
| 5Y | +90.0% | +17.7% | +72.4% | +64.8% |
| All | +462.9% | +109.2% | +353.7% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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