+95.3%
META vs FLNC
-67.0%
+162.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.7% | -7.2% | -1.2% |
| 7D | +6.0% | +6.0% | +0.1% | +5.4% |
| 30D | +3.6% | -16.3% | +19.9% | +5.3% |
| 3M | +4.9% | -54.1% | +59.0% | +12.4% |
| 6M | -4.7% | -25.3% | +20.6% | -6.4% |
| YTD | -6.9% | -44.2% | +37.3% | -7.0% |
| 1Y | -18.2% | +53.1% | -71.3% | -31.0% |
| 3Y | +107.8% | -58.3% | +166.1% | +87.1% |
| All | +95.3% | -67.0% | +162.3% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling