+434.9%
META vs FTV
+119.2%
+315.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -1.6% |
| 7D | -3.1% | -0.6% | -2.5% | -2.8% |
| 30D | -18.1% | +13.0% | -31.1% | -23.6% |
| 3M | +2.9% | +6.8% | -3.9% | -1.2% |
| 6M | +0.2% | +8.0% | -7.8% | -4.9% |
| YTD | -8.1% | +18.9% | -27.0% | -18.2% |
| 1Y | -4.5% | +30.8% | -35.3% | -19.7% |
| 3Y | +94.2% | +33.4% | +60.8% | +58.1% |
| 5Y | +79.1% | +12.7% | +66.4% | +59.5% |
| 10Y | +405.9% | +111.6% | +294.3% | +251.5% |
| All | +434.9% | +119.2% | +315.7% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling