+433.3%
META vs FLR
+9.0%
+424.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.0% |
| 7D | -0.2% | +6.3% | -6.5% | -1.0% |
| 30D | -15.4% | +1.8% | -17.2% | -15.6% |
| 3M | +5.0% | -4.4% | +9.4% | +5.5% |
| 6M | +5.2% | +15.9% | -10.7% | +2.1% |
| YTD | -4.5% | +27.7% | -32.2% | -9.0% |
| 1Y | +0.6% | +11.6% | -11.0% | -2.4% |
| 3Y | +93.1% | +39.9% | +53.2% | +77.9% |
| 5Y | +93.7% | +127.5% | -33.8% | +66.9% |
| 10Y | +433.3% | +11.6% | +421.8% | +370.3% |
| All | +433.3% | +9.0% | +424.4% | +370.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling