+95.1%
META vs FLR
+27.4%
+67.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -15.4% | -9.1% | -6.3% | -13.8% |
| 3M | +3.5% | -4.7% | +8.2% | +3.7% |
| 6M | -0.3% | -14.2% | +14.0% | +1.3% |
| YTD | -7.3% | +17.3% | -24.6% | -13.4% |
| 1Y | -1.1% | +4.3% | -5.3% | -5.1% |
| 3Y | +95.1% | +30.7% | +64.3% | +59.7% |
| All | +95.1% | +27.4% | +67.6% | +59.7% |
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