+214.8%
B vs FLR
+7.4%
+207.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -7.3% | +5.4% | -12.7% | -7.6% |
| 30D | -3.3% | +2.8% | -6.2% | -3.5% |
| 3M | -7.8% | -6.4% | -1.4% | -7.5% |
| 6M | -15.5% | +8.8% | -24.3% | -15.9% |
| YTD | -12.3% | +23.6% | -35.8% | -13.2% |
| 1Y | +5.4% | +13.8% | -8.4% | +4.6% |
| 3Y | +165.5% | +36.5% | +129.1% | +160.4% |
| 5Y | +107.0% | +119.3% | -12.3% | +101.5% |
| All | +214.8% | +7.4% | +207.5% | +198.8% |
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