-15.4%
A vs FLR
+245.1%
-260.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.7% | -0.9% |
| 7D | -4.4% | -3.1% | -1.3% | -3.9% |
| 30D | -2.7% | +4.9% | -7.6% | -3.6% |
| 3M | +7.0% | +10.8% | -3.8% | +4.4% |
| 6M | +24.6% | +19.7% | +5.0% | +19.0% |
| YTD | +7.0% | +38.4% | -31.3% | -0.8% |
| 1Y | +15.6% | +34.7% | -19.1% | +7.2% |
| 3Y | +29.9% | +56.7% | -26.7% | +11.8% |
| 5Y | -15.4% | +241.6% | -257.0% | -33.3% |
| All | -15.4% | +245.1% | -260.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling