+379.6%
META vs FLEX
+995.9%
-616.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +6.7% | -0.9% | +7.6% | +7.0% |
| 30D | +4.8% | -10.1% | +14.9% | +7.7% |
| 3M | -1.6% | -31.3% | +29.7% | +7.4% |
| 6M | -7.5% | +71.3% | -78.7% | -26.9% |
| YTD | -6.4% | +81.2% | -87.6% | -28.1% |
| 1Y | -17.3% | +98.5% | -115.8% | -39.0% |
| 3Y | +109.9% | +428.2% | -318.3% | +7.2% |
| 5Y | +65.4% | +657.3% | -591.9% | -26.4% |
| All | +379.6% | +995.9% | -616.3% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling