+97.0%
META vs FTV
+38.5%
+58.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +3.3% | +1.4% | +1.9% | +2.8% |
| 30D | -10.8% | +18.3% | -29.0% | -16.6% |
| 3M | +7.9% | +9.8% | -1.9% | +3.9% |
| 6M | +5.4% | +12.3% | -6.9% | +0.1% |
| YTD | -2.6% | +23.1% | -25.7% | -11.5% |
| 1Y | +1.9% | +32.5% | -30.7% | -10.9% |
| 3Y | +97.0% | +38.3% | +58.6% | +85.1% |
| All | +97.0% | +38.5% | +58.5% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling