-50.4%
COMP vs FLR
+115.1%
-165.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.5% |
| 7D | +7.2% | +5.1% | +2.1% | +5.4% |
| 30D | +6.4% | -0.5% | +6.9% | +6.4% |
| 3M | -19.4% | -3.5% | -16.0% | -18.8% |
| 6M | +14.6% | +16.5% | -1.9% | +5.4% |
| YTD | -5.5% | +27.3% | -32.8% | -16.2% |
| 1Y | +13.7% | +10.6% | +3.0% | +5.9% |
| 3Y | +409.7% | +39.4% | +370.3% | +288.4% |
| 5Y | -17.0% | +126.4% | -143.4% | -47.8% |
| All | -50.4% | +115.1% | -165.5% | -69.5% |
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 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