+211.9%
B vs FLR
+17.1%
+194.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.3% |
| 7D | +1.0% | -3.1% | +4.2% | +1.2% |
| 30D | +9.5% | +4.9% | +4.6% | +9.2% |
| 3M | +14.3% | +10.8% | +3.5% | +13.6% |
| 6M | -1.9% | +19.7% | -21.5% | -3.0% |
| YTD | +4.1% | +38.4% | -34.3% | +2.3% |
| 1Y | +56.1% | +34.7% | +21.4% | +53.6% |
| 3Y | +202.0% | +56.7% | +145.3% | +193.9% |
| 5Y | +158.8% | +241.6% | -82.8% | +149.7% |
| 10Y | +211.9% | +20.2% | +191.7% | +169.5% |
| All | +211.9% | +17.1% | +194.8% | +169.5% |
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