+378.2%
A vs FLR
+603.8%
-225.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.1% |
| 7D | -1.9% | +5.4% | -7.4% | -3.2% |
| 30D | +6.9% | +11.4% | -4.5% | +3.7% |
| 3M | +9.2% | +11.4% | -2.2% | +5.4% |
| 6M | +25.7% | +16.6% | +9.0% | +19.0% |
| YTD | +11.5% | +41.7% | -30.2% | +0.4% |
| 1Y | +18.4% | +35.4% | -17.1% | +7.1% |
| 3Y | +26.6% | +57.3% | -30.7% | +5.4% |
| 5Y | -12.8% | +241.0% | -253.8% | -42.5% |
| 10Y | +247.2% | +16.6% | +230.5% | +152.3% |
| All | +378.2% | +603.8% | -225.6% | +75.3% |
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 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