+108.1%
META vs FLNC
-69.8%
+177.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.3% | +14.9% | +7.4% |
| 7D | +10.3% | -4.2% | +14.4% | +10.6% |
| 30D | +9.9% | -20.0% | +29.9% | +12.1% |
| 3M | +11.9% | -56.9% | +68.8% | +20.5% |
| 6M | +1.2% | -35.5% | +36.7% | +0.8% |
| YTD | -0.8% | -48.8% | +48.0% | -0.2% |
| 1Y | -14.3% | +49.3% | -63.6% | -27.8% |
| 3Y | +121.4% | -61.8% | +183.1% | +100.9% |
| All | +108.1% | -69.8% | +177.9% | +75.9% |
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