+1.9%
META vs FLUT
-63.4%
+65.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.3% | -1.5% | +4.7% | +3.4% |
| 30D | -10.8% | +3.4% | -14.2% | -11.3% |
| 3M | +7.9% | -12.5% | +20.4% | +9.8% |
| 6M | +5.4% | -18.5% | +23.9% | +8.5% |
| YTD | -2.6% | -61.6% | +59.0% | +9.5% |
| 1Y | +1.9% | -64.1% | +66.0% | +14.7% |
| All | +1.9% | -63.4% | +65.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling