+86.4%
META vs FLEX
+421.8%
-335.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +4.0% |
| 7D | +5.2% | +7.5% | -2.3% | +2.9% |
| 30D | -13.0% | -25.3% | +12.3% | -7.0% |
| 3M | +7.9% | -39.7% | +47.6% | +21.5% |
| 6M | +4.2% | -47.9% | +52.1% | +19.9% |
| YTD | -2.5% | +24.1% | -26.6% | -22.3% |
| 1Y | +5.6% | +26.0% | -20.4% | -17.1% |
| 3Y | +96.8% | +282.7% | -185.9% | -15.4% |
| All | +86.4% | +421.8% | -335.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling