+286.5%
C vs FLR
+18.9%
+267.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +1.3% | -0.7% | +2.0% | +1.2% |
| 3M | +3.1% | +14.3% | -11.2% | -1.7% |
| 6M | +29.6% | +25.6% | +4.0% | +19.3% |
| YTD | +19.0% | +42.9% | -23.9% | +5.4% |
| 1Y | +45.6% | +38.7% | +6.9% | +29.3% |
| 3Y | +269.3% | +61.8% | +207.5% | +198.7% |
| 5Y | +131.6% | +254.1% | -122.5% | +42.6% |
| 10Y | +286.5% | +20.0% | +266.5% | +152.0% |
| All | +286.5% | +18.9% | +267.7% | +152.0% |
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