+96.3%
META vs FLNC
-69.1%
+165.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +6.7% | -4.9% | +11.6% | +7.2% |
| 30D | +4.8% | -27.3% | +32.0% | +8.0% |
| 3M | -1.6% | -61.9% | +60.2% | +7.3% |
| 6M | -7.5% | -34.5% | +27.0% | -7.8% |
| YTD | -6.4% | -47.7% | +41.3% | -5.9% |
| 1Y | -17.3% | +53.3% | -70.7% | -30.6% |
| 3Y | +109.9% | -62.4% | +172.3% | +91.8% |
| All | +96.3% | -69.1% | +165.4% | +65.8% |
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 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