+222.2%
ACWI vs FLR
+17.5%
+204.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +1.5% |
| 7D | +0.3% | +8.5% | -8.2% | -0.8% |
| 30D | -2.8% | -0.7% | -2.1% | -2.8% |
| 3M | -3.2% | -11.7% | +8.5% | -1.8% |
| 6M | +1.3% | +16.2% | -14.9% | -1.3% |
| YTD | +11.2% | +27.0% | -15.8% | +6.6% |
| 1Y | +13.8% | +10.1% | +3.7% | +11.0% |
| 3Y | +76.2% | +46.2% | +30.0% | +61.9% |
| 5Y | +59.5% | +121.4% | -62.0% | +37.4% |
| 10Y | +222.2% | +11.0% | +211.2% | +191.3% |
| All | +222.2% | +17.5% | +204.7% | +191.3% |
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 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