+93.4%
META vs FTV
+33.3%
+60.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.3% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -18.1% | +13.0% | -31.1% | -22.1% |
| 3M | +2.9% | +6.8% | -3.9% | +0.1% |
| 6M | +0.2% | +8.0% | -7.8% | -3.3% |
| YTD | -8.1% | +18.9% | -27.0% | -15.3% |
| 1Y | -4.5% | +30.8% | -35.3% | -16.3% |
| All | +93.4% | +33.3% | +60.2% | +81.5% |
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