+62.8%
META vs FLUT
-50.4%
+113.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +4.8% | +7.7% | -3.0% | +2.3% |
| 3M | -1.6% | -0.7% | -0.9% | -2.1% |
| 6M | -7.5% | -11.2% | +3.7% | -5.6% |
| YTD | -6.4% | -53.4% | +47.0% | +14.2% |
| 1Y | -17.3% | -65.8% | +48.4% | +9.5% |
| 3Y | +109.9% | -44.9% | +154.9% | +136.5% |
| All | +62.8% | -50.4% | +113.2% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling