-49.1%
COMP vs FLR
+115.9%
-164.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +2.2% | +6.3% | -4.1% | 0.0% |
| 30D | +16.3% | +1.8% | +14.5% | +15.3% |
| 3M | -19.1% | -4.4% | -14.7% | -18.2% |
| 6M | +17.1% | +15.9% | +1.3% | +8.0% |
| YTD | -2.9% | +27.7% | -30.7% | -14.0% |
| 1Y | +8.8% | +11.6% | -2.8% | +1.1% |
| 3Y | +423.5% | +39.9% | +383.6% | +298.4% |
| 5Y | -10.5% | +127.5% | -138.0% | -43.8% |
| All | -49.1% | +115.9% | -164.9% | -68.8% |
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