+216.7%
ACWI vs FLR
+11.0%
+205.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.5% |
| 7D | -2.4% | -0.8% | -1.5% | -2.3% |
| 30D | -5.2% | -9.1% | +3.9% | -4.1% |
| 3M | -4.8% | -4.7% | -0.2% | -4.6% |
| 6M | -1.3% | -14.2% | +12.9% | -0.2% |
| YTD | +8.4% | +17.3% | -8.9% | +5.0% |
| 1Y | +11.0% | +4.3% | +6.8% | +9.1% |
| 3Y | +70.6% | +30.7% | +39.8% | +59.0% |
| 5Y | +55.3% | +101.3% | -46.0% | +35.6% |
| All | +216.7% | +11.0% | +205.7% | +187.9% |
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