+1,527.5%
META vs FLR
+27.0%
+1,500.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +6.7% | +5.4% | +1.3% | +5.9% |
| 30D | +4.8% | +11.4% | -6.6% | +2.7% |
| 3M | -1.6% | +11.4% | -13.0% | -3.9% |
| 6M | -7.5% | +16.6% | -24.1% | -10.6% |
| YTD | -6.4% | +41.7% | -48.1% | -12.3% |
| 1Y | -17.3% | +35.4% | -52.8% | -22.3% |
| 3Y | +109.9% | +57.3% | +52.6% | +88.9% |
| 5Y | +65.4% | +241.0% | -175.6% | +33.1% |
| 10Y | +391.8% | +16.6% | +375.2% | +327.0% |
| All | +1,527.5% | +27.0% | +1,500.5% | +1,413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling