+96.7%
META vs FLNC
-71.1%
+167.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.1% | +9.1% | +0.5% |
| 7D | +3.3% | -10.7% | +14.0% | +3.8% |
| 30D | -10.8% | -33.9% | +23.2% | -9.1% |
| 3M | +7.9% | -61.2% | +69.1% | +12.3% |
| 6M | +5.4% | -79.7% | +85.1% | +12.1% |
| YTD | -2.6% | -75.2% | +72.6% | +0.8% |
| 1Y | +1.9% | -77.5% | +79.3% | +5.5% |
| All | +96.7% | -71.1% | +167.8% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling