+114.8%
ALL vs FLR
+248.0%
-133.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | -4.7% | -0.7% | -4.0% | -4.7% |
| 3M | +18.4% | +14.3% | +4.0% | +16.9% |
| 6M | +20.5% | +25.6% | -5.1% | +17.5% |
| YTD | +23.5% | +42.9% | -19.3% | +18.5% |
| 1Y | +29.0% | +38.7% | -9.8% | +23.5% |
| 3Y | +153.7% | +61.8% | +91.9% | +127.1% |
| 5Y | +114.8% | +254.1% | -139.3% | +72.9% |
| All | +114.8% | +248.0% | -133.2% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling