+97.0%
META vs FLR
+47.2%
+49.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.3% | +5.1% | -1.8% | +2.2% |
| 30D | -10.8% | -0.5% | -10.3% | -10.8% |
| 3M | +7.9% | -3.5% | +11.4% | +8.2% |
| 6M | +5.4% | +16.5% | -11.1% | +0.1% |
| YTD | -2.6% | +27.3% | -29.9% | -10.5% |
| 1Y | +1.9% | +10.6% | -8.8% | -3.3% |
| 3Y | +97.0% | +39.4% | +57.6% | +59.2% |
| All | +97.0% | +47.2% | +49.8% | +59.2% |
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