+0.8%
META vs FLR
+2.5%
-1.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | -15.1% | -5.9% | -9.2% | -14.6% |
| 3M | +7.2% | -7.6% | +14.9% | +7.5% |
| 6M | +3.4% | -9.3% | +12.7% | +3.7% |
| YTD | -4.3% | +20.1% | -24.4% | -11.2% |
| 1Y | +0.8% | +3.0% | -2.2% | -2.8% |
| All | +0.8% | +2.5% | -1.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling