+72.4%
MET vs FLNC
-71.1%
+143.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.4% | +1.3% |
| 7D | -2.5% | -5.0% | +2.5% | -2.3% |
| 30D | 0.0% | -26.1% | +26.1% | +1.3% |
| 3M | +13.1% | -55.2% | +68.2% | +16.9% |
| 6M | +39.0% | -42.6% | +81.6% | +39.6% |
| YTD | +25.2% | -51.0% | +76.2% | +25.9% |
| 1Y | +25.6% | +43.3% | -17.7% | +15.9% |
| 3Y | +67.1% | -63.4% | +130.5% | +58.5% |
| All | +72.4% | -71.1% | +143.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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