+208.1%
C vs FLR
+27.4%
+180.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -6.0% | -9.1% | +3.1% | -3.7% |
| 3M | -10.5% | -4.7% | -5.9% | -10.4% |
| 6M | -5.7% | -14.2% | +8.5% | -3.5% |
| YTD | +4.1% | +17.3% | -13.2% | -2.7% |
| 1Y | +20.5% | +4.3% | +16.2% | +16.0% |
| 3Y | +208.1% | +30.7% | +177.4% | +156.2% |
| All | +208.1% | +27.4% | +180.7% | +156.2% |
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