+93.4%
META vs FLUT
-51.2%
+144.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.3% |
| 7D | -3.1% | +4.8% | -7.9% | -4.4% |
| 30D | -18.1% | +8.8% | -26.9% | -20.1% |
| 3M | +2.9% | -10.7% | +13.5% | +4.8% |
| 6M | +0.2% | -19.7% | +19.9% | +4.2% |
| YTD | -8.1% | -61.4% | +53.3% | +16.7% |
| 1Y | -4.5% | -61.6% | +57.1% | +20.5% |
| All | +93.4% | -51.2% | +144.6% | +137.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling