+93.4%
META vs FLEX
+238.9%
-145.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.6% | +9.7% | -1.4% |
| 7D | -3.1% | -28.3% | +25.2% | +2.8% |
| 30D | -18.1% | -45.0% | +26.9% | -9.0% |
| 3M | +2.9% | -45.2% | +48.1% | +14.0% |
| 6M | +0.2% | -30.8% | +31.0% | +1.2% |
| YTD | -8.1% | +10.4% | -18.5% | -20.6% |
| 1Y | -4.5% | +2.3% | -6.8% | -16.0% |
| All | +93.4% | +238.9% | -145.4% | +19.0% |
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