+314.7%
A vs FLR
+7.4%
+307.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -0.5% | +5.4% | -5.8% | -1.1% |
| 30D | 0.0% | +2.8% | -2.9% | -0.4% |
| 3M | +16.7% | -6.4% | +23.1% | +17.3% |
| 6M | +54.8% | +8.8% | +46.1% | +52.4% |
| YTD | +28.8% | +23.6% | +5.2% | +24.5% |
| 1Y | +19.3% | +13.8% | +5.5% | +16.4% |
| 3Y | +65.5% | +36.5% | +29.1% | +55.4% |
| 5Y | +12.1% | +119.3% | -107.3% | -0.2% |
| All | +314.7% | +7.4% | +307.3% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling