+86.4%
META vs FLR
+112.0%
-25.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.2% |
| 7D | +5.2% | +5.4% | -0.2% | +3.9% |
| 30D | -13.0% | +2.8% | -15.8% | -13.6% |
| 3M | +7.9% | -6.4% | +14.3% | +9.1% |
| 6M | +4.2% | +8.8% | -4.5% | +0.3% |
| YTD | -2.5% | +23.6% | -26.1% | -10.3% |
| 1Y | +5.6% | +13.8% | -8.2% | -0.9% |
| 3Y | +96.8% | +36.5% | +60.3% | +63.6% |
| All | +86.4% | +112.0% | -25.6% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling