+319.9%
ADP vs FLR
+7.4%
+312.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.8% |
| 7D | +2.2% | +5.4% | -3.2% | +1.6% |
| 30D | +10.6% | +2.8% | +7.7% | +10.0% |
| 3M | +12.9% | -6.4% | +19.3% | +13.4% |
| 6M | +50.6% | +8.8% | +41.9% | +47.4% |
| YTD | +23.2% | +23.6% | -0.4% | +17.9% |
| 1Y | +25.3% | +13.8% | +11.5% | +21.0% |
| 3Y | +47.1% | +36.5% | +10.7% | +35.2% |
| 5Y | +50.1% | +119.3% | -69.3% | +27.8% |
| All | +319.9% | +7.4% | +312.5% | +262.1% |
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