+216.0%
C vs FLR
+35.7%
+180.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +4.2% | +5.4% | -1.2% | +2.7% |
| 30D | +2.0% | +2.8% | -0.9% | +1.1% |
| 3M | -10.1% | -6.4% | -3.7% | -9.0% |
| 6M | +1.0% | +8.8% | -7.8% | -2.8% |
| YTD | +8.5% | +23.6% | -15.1% | -0.1% |
| 1Y | +25.7% | +13.8% | +11.9% | +18.2% |
| 3Y | +216.0% | +36.5% | +179.5% | +159.5% |
| All | +216.0% | +35.7% | +180.3% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling