+62.8%
META vs FTV
+2.3%
+60.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.7% |
| 7D | +6.7% | -4.5% | +11.2% | +10.1% |
| 30D | +4.8% | -7.1% | +11.8% | +10.2% |
| 3M | -1.6% | -7.2% | +5.5% | +2.8% |
| 6M | -7.5% | -1.5% | -6.0% | -7.4% |
| YTD | -6.4% | +3.5% | -9.9% | -11.2% |
| 1Y | -17.3% | +20.3% | -37.7% | -31.3% |
| 3Y | +109.9% | -3.1% | +113.0% | +103.0% |
| All | +62.8% | +2.3% | +60.5% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling