+433.3%
META vs FLUT
-22.9%
+456.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.6% |
| 7D | -0.2% | +4.5% | -4.7% | -0.9% |
| 30D | -15.4% | +9.2% | -24.6% | -16.8% |
| 3M | +5.0% | -13.7% | +18.7% | +7.0% |
| 6M | +5.2% | -9.0% | +14.2% | +5.7% |
| YTD | -4.5% | -60.2% | +55.7% | +9.8% |
| 1Y | +0.6% | -63.1% | +63.7% | +16.8% |
| 3Y | +93.1% | -42.5% | +135.5% | +109.0% |
| 5Y | +93.7% | -47.6% | +141.2% | +103.7% |
| 10Y | +433.3% | -22.9% | +456.2% | +485.8% |
| All | +433.3% | -22.9% | +456.2% | +485.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling