+331.5%
B vs FLR
+603.8%
-272.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -1.6% | +5.4% | -7.0% | -2.3% |
| 30D | +9.4% | +11.4% | -2.0% | +7.7% |
| 3M | +5.0% | +11.4% | -6.4% | +3.2% |
| 6M | -3.5% | +16.6% | -20.2% | -6.1% |
| YTD | +4.5% | +41.7% | -37.3% | -1.0% |
| 1Y | +67.8% | +35.4% | +32.4% | +59.8% |
| 3Y | +196.7% | +57.3% | +139.4% | +169.5% |
| 5Y | +151.9% | +241.0% | -89.1% | +102.6% |
| 10Y | +202.2% | +16.6% | +185.5% | +155.4% |
| All | +331.5% | +603.8% | -272.3% | +243.9% |
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