-68.2%
CAPR vs FLR
+10.4%
-78.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.2% | -10.0% |
| 7D | +7.6% | +5.1% | +2.5% | +6.3% |
| 30D | +13.3% | -0.5% | +13.8% | +13.4% |
| 3M | +130.4% | -3.5% | +133.9% | +132.5% |
| 6M | -70.8% | +16.5% | -87.3% | -72.4% |
| YTD | -69.3% | +27.3% | -96.5% | -71.7% |
| 1Y | +59.5% | +10.6% | +48.9% | +52.1% |
| 3Y | +216.8% | +39.4% | +177.4% | +173.2% |
| 5Y | +152.7% | +126.4% | +26.3% | +91.2% |
| 10Y | -68.2% | +8.4% | -76.6% | -77.3% |
| All | -68.2% | +10.4% | -78.6% | -77.3% |
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