+317.5%
ADP vs FLR
+8.6%
+308.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.2% | +5.1% | -1.9% | +2.6% |
| 30D | +12.8% | -0.5% | +13.2% | +12.6% |
| 3M | +12.3% | -3.5% | +15.8% | +12.4% |
| 6M | +45.4% | +16.5% | +28.9% | +41.2% |
| YTD | +21.4% | +27.3% | -5.9% | +15.8% |
| 1Y | +23.7% | +10.6% | +13.1% | +20.0% |
| 3Y | +43.6% | +39.4% | +4.3% | +31.7% |
| 5Y | +48.7% | +126.4% | -77.7% | +26.2% |
| All | +317.5% | +8.6% | +308.9% | +257.2% |
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