+148.0%
ALL vs FLR
+116.5%
+31.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | -0.9% |
| 7D | -3.9% | +8.5% | -12.4% | -4.3% |
| 30D | +10.6% | -0.7% | +11.3% | +10.6% |
| 3M | -4.6% | -11.7% | +7.1% | -3.9% |
| 6M | +20.2% | +16.2% | +4.0% | +17.8% |
| YTD | +23.7% | +27.0% | -3.3% | +19.2% |
| 1Y | +27.9% | +10.1% | +17.8% | +25.1% |
| 3Y | +109.2% | +46.2% | +63.0% | +86.4% |
| 5Y | +148.0% | +121.4% | +26.6% | +101.1% |
| All | +148.0% | +116.5% | +31.5% | +101.1% |
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 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