+31.8%
A vs FLR
+60.4%
-28.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -2.1% | +0.7% | -2.7% | -2.2% |
| 30D | +0.6% | -0.7% | +1.3% | +0.5% |
| 3M | +10.9% | +14.3% | -3.5% | +7.6% |
| 6M | +28.2% | +25.6% | +2.6% | +21.3% |
| YTD | +8.6% | +42.9% | -34.3% | +0.1% |
| 1Y | +15.5% | +38.7% | -23.2% | +6.6% |
| 3Y | +31.8% | +61.8% | -30.0% | +10.4% |
| All | +31.8% | +60.4% | -28.6% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling