+208.8%
C vs FLR
+10.4%
+198.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +5.1% | -5.5% | -1.8% |
| 30D | -5.2% | -0.5% | -4.7% | -5.2% |
| 3M | -9.1% | -3.5% | -5.6% | -8.7% |
| 6M | -1.6% | +16.5% | -18.0% | -7.2% |
| YTD | +6.9% | +27.3% | -20.3% | -2.6% |
| 1Y | +23.0% | +10.6% | +12.3% | +16.4% |
| 3Y | +216.1% | +39.4% | +176.8% | +166.0% |
| 5Y | +112.2% | +126.4% | -14.1% | +49.2% |
| 10Y | +208.8% | +8.4% | +200.4% | +107.0% |
| All | +208.8% | +10.4% | +198.4% | +107.0% |
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