+1,527.5%
META vs FLUT
+64.0%
+1,463.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +6.7% | -1.6% | +8.3% | +6.9% |
| 30D | +4.8% | +7.7% | -3.0% | +3.6% |
| 3M | -1.6% | -0.7% | -0.9% | -1.8% |
| 6M | -7.5% | -11.2% | +3.7% | -6.5% |
| YTD | -6.4% | -53.4% | +47.0% | +2.5% |
| 1Y | -17.3% | -65.8% | +48.4% | -6.2% |
| 3Y | +109.9% | -44.9% | +154.9% | +124.0% |
| 5Y | +65.4% | -49.7% | +115.1% | +70.3% |
| 10Y | +391.8% | -9.7% | +401.5% | +411.7% |
| All | +1,527.5% | +64.0% | +1,463.5% | +1,514.2% |
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 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