+86.4%
META vs FTV
+17.3%
+69.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +5.2% | +3.9% | +1.3% | +2.5% |
| 30D | -13.0% | +18.7% | -31.7% | -22.8% |
| 3M | +7.9% | +10.0% | -2.1% | +0.6% |
| 6M | +4.2% | +14.6% | -10.3% | -6.4% |
| YTD | -2.5% | +23.4% | -26.0% | -18.5% |
| 1Y | +5.6% | +31.3% | -25.7% | -16.2% |
| 3Y | +96.8% | +39.8% | +57.0% | +37.5% |
| All | +86.4% | +17.3% | +69.1% | +65.1% |
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