-67.1%
CAPR vs FLR
+8.6%
-75.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.2% | -6.6% | -8.2% |
| 7D | +19.1% | +10.1% | +9.0% | +16.3% |
| 30D | +48.8% | -0.5% | +49.3% | +49.1% |
| 3M | +144.4% | -4.8% | +149.2% | +147.8% |
| 6M | -67.5% | +10.7% | -78.2% | -68.8% |
| YTD | -64.5% | +25.0% | -89.5% | -67.1% |
| 1Y | +74.4% | +8.3% | +66.2% | +67.5% |
| 3Y | +265.7% | +36.8% | +228.9% | +217.6% |
| 5Y | +196.0% | +121.8% | +74.2% | +126.0% |
| All | -67.1% | +8.6% | -75.6% | -74.9% |
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 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