+1,127.4%
ALL vs FLR
+603.8%
+523.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.9% |
| 7D | 0.0% | +5.4% | -5.4% | -1.1% |
| 30D | -1.5% | +11.4% | -12.9% | -4.3% |
| 3M | +23.6% | +11.4% | +12.2% | +19.1% |
| 6M | +22.3% | +16.6% | +5.7% | +15.6% |
| YTD | +26.5% | +41.7% | -15.2% | +14.0% |
| 1Y | +27.0% | +35.4% | -8.4% | +14.8% |
| 3Y | +149.6% | +57.3% | +92.3% | +106.7% |
| 5Y | +118.1% | +241.0% | -122.9% | +44.8% |
| 10Y | +369.0% | +16.6% | +352.3% | +237.6% |
| All | +1,127.4% | +603.8% | +523.5% | +503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling