+95.1%
META vs FLEX
+254.3%
-159.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.7% | 0.0% |
| 7D | -0.8% | -19.3% | +18.5% | +2.9% |
| 30D | -15.4% | -41.5% | +26.1% | -7.1% |
| 3M | +3.5% | -43.1% | +46.6% | +13.9% |
| 6M | -0.3% | -48.2% | +47.9% | +10.0% |
| YTD | -7.3% | +15.5% | -22.8% | -20.7% |
| 1Y | -1.1% | +10.2% | -11.3% | -14.6% |
| 3Y | +95.1% | +256.8% | -161.7% | +18.9% |
| All | +95.1% | +254.3% | -159.3% | +18.9% |
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