-17.3%
META vs FLEX
+102.8%
-120.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +6.7% | -0.9% | +7.6% | +6.8% |
| 30D | +4.8% | -10.1% | +14.9% | +5.8% |
| 3M | -1.6% | -31.3% | +29.7% | +2.1% |
| 6M | -7.5% | +71.3% | -78.7% | -19.3% |
| YTD | -6.4% | +81.2% | -87.6% | -19.5% |
| 1Y | -17.3% | +98.5% | -115.8% | -29.1% |
| All | -17.3% | +102.8% | -120.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling