+104.3%
META vs FLNC
-85.3%
+189.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.9% |
| 7D | +3.3% | -10.7% | +14.0% | +4.3% |
| 30D | -10.8% | -33.9% | +23.2% | -7.4% |
| 3M | +7.9% | -61.2% | +69.1% | +17.4% |
| 6M | +5.4% | -79.7% | +85.1% | +19.6% |
| YTD | -2.6% | -75.2% | +72.6% | +4.6% |
| 1Y | +1.9% | -77.5% | +79.3% | +9.7% |
| 3Y | +97.0% | -71.4% | +168.3% | +76.1% |
| 5Y | +97.6% | -85.6% | +183.3% | +77.7% |
| All | +104.3% | -85.3% | +189.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling