+62.8%
META vs FLEX
+657.3%
-594.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.8% |
| 6M | -7.5% | +71.3% | -78.7% | -29.8% |
| YTD | -6.4% | +81.2% | -87.6% | -31.3% |
| 1Y | -17.3% | +98.5% | -115.8% | -42.4% |
| 3Y | +109.9% | +428.2% | -318.3% | -13.2% |
| All | +62.8% | +657.3% | -594.5% | -49.8% |
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 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