+107.3%
META vs FLR
+58.4%
+48.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.5% |
| 7D | +6.7% | +5.4% | +1.3% | +5.6% |
| 30D | +4.8% | +11.4% | -6.6% | +1.9% |
| 3M | -1.6% | +11.4% | -13.0% | -4.8% |
| 6M | -7.5% | +16.6% | -24.1% | -12.3% |
| YTD | -6.4% | +41.7% | -48.1% | -15.7% |
| 1Y | -17.3% | +35.4% | -52.8% | -25.1% |
| All | +107.3% | +58.4% | +48.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling