+7.6%
COMP vs FLR
+8.4%
-0.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | 0.0% | +5.4% | -5.4% | -1.8% |
| 30D | +16.6% | +2.8% | +13.7% | +15.3% |
| 3M | -23.5% | -6.4% | -17.1% | -22.1% |
| 6M | +25.7% | +8.8% | +17.0% | +17.1% |
| YTD | -3.4% | +23.6% | -27.0% | -11.5% |
| 1Y | +7.6% | +13.8% | -6.2% | +0.5% |
| All | +7.6% | +8.4% | -0.8% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling