+107.3%
META vs FLEX
+431.9%
-324.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +6.7% | -0.9% | +7.6% | +6.9% |
| 30D | +4.8% | -10.1% | +14.9% | +6.8% |
| 3M | -1.6% | -31.3% | +29.7% | +5.0% |
| 6M | -7.5% | +71.3% | -78.7% | -24.2% |
| YTD | -6.4% | +81.2% | -87.6% | -25.1% |
| 1Y | -17.3% | +98.5% | -115.8% | -36.4% |
| All | +107.3% | +431.9% | -324.6% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling