+464.7%
A vs FLR
+532.1%
-67.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +1.4% | +5.1% | -3.7% | +0.1% |
| 30D | +4.3% | -0.5% | +4.8% | +4.3% |
| 3M | +19.8% | -3.5% | +23.2% | +20.2% |
| 6M | +54.4% | +16.5% | +37.9% | +46.6% |
| YTD | +31.7% | +27.3% | +4.4% | +21.2% |
| 1Y | +22.4% | +10.6% | +11.8% | +16.4% |
| 3Y | +67.7% | +39.4% | +28.3% | +43.5% |
| 5Y | +15.7% | +126.4% | -110.7% | -15.2% |
| 10Y | +308.7% | +8.4% | +300.3% | +202.2% |
| All | +464.7% | +532.1% | -67.4% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling