+1,497.9%
META vs FLUT
+35.9%
+1,462.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.1% |
| 7D | -3.1% | +4.8% | -7.9% | -3.8% |
| 30D | -18.1% | +8.8% | -26.9% | -19.2% |
| 3M | +2.9% | -10.7% | +13.5% | +3.9% |
| 6M | +0.2% | -19.7% | +19.9% | +2.3% |
| YTD | -8.1% | -61.4% | +53.3% | +2.7% |
| 1Y | -4.5% | -61.6% | +57.1% | +6.5% |
| 3Y | +94.2% | -51.4% | +145.6% | +110.6% |
| 5Y | +79.1% | -51.0% | +130.1% | +88.1% |
| 10Y | +405.9% | -25.2% | +431.1% | +437.5% |
| All | +1,497.9% | +35.9% | +1,462.0% | +1,518.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling