+98.7%
META vs FLNC
-85.9%
+184.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.1% |
| 7D | +3.1% | -7.1% | +10.1% | +3.7% |
| 30D | -18.2% | -30.2% | +11.9% | -15.6% |
| 3M | +7.8% | -64.1% | +71.9% | +18.2% |
| 6M | +3.6% | -77.7% | +81.3% | +16.5% |
| YTD | -5.3% | -76.1% | +70.8% | +2.0% |
| 1Y | +2.7% | -75.4% | +78.1% | +9.3% |
| 3Y | +91.5% | -72.4% | +163.9% | +71.8% |
| 5Y | +84.7% | -87.4% | +172.1% | +69.3% |
| All | +98.7% | -85.9% | +184.5% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling