+138.0%
B vs FLR
+93.7%
+44.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | +9.6% | -0.8% | +10.4% | +9.6% |
| 30D | +3.5% | -9.1% | +12.6% | +5.2% |
| 3M | -1.6% | -4.7% | +3.1% | -1.0% |
| 6M | -1.7% | -14.2% | +12.6% | +0.2% |
| YTD | -5.3% | +17.3% | -22.6% | -8.4% |
| 1Y | +27.2% | +4.3% | +23.0% | +25.2% |
| 3Y | +166.1% | +30.7% | +135.4% | +141.9% |
| All | +138.0% | +93.7% | +44.3% | +104.7% |
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