+425.7%
META vs FTV
+113.3%
+312.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.6% | +2.5% | +3.7% |
| 7D | +5.7% | +0.4% | +5.3% | +5.5% |
| 30D | -10.8% | +17.2% | -27.9% | -18.4% |
| 3M | +8.4% | +8.9% | -0.5% | +3.0% |
| 6M | +5.4% | +11.3% | -5.9% | -1.7% |
| YTD | -2.6% | +21.9% | -24.5% | -14.7% |
| 1Y | +3.5% | +31.6% | -28.0% | -13.4% |
| 3Y | +102.0% | +38.1% | +63.9% | +60.4% |
| 5Y | +93.1% | +15.7% | +77.4% | +69.0% |
| 10Y | +425.7% | +107.5% | +318.2% | +246.1% |
| All | +425.7% | +113.3% | +312.3% | +246.1% |
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