+19.7%
COMP vs FLR
-1.9%
+21.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +9.6% |
| 7D | +13.4% | -0.8% | +14.3% | +13.8% |
| 30D | +11.1% | -9.1% | +20.2% | +14.6% |
| 3M | -18.8% | -4.7% | -14.2% | -18.6% |
| 6M | +10.5% | -14.2% | +24.7% | +15.2% |
| YTD | -3.4% | +17.3% | -20.7% | -8.8% |
| 1Y | +19.7% | +4.3% | +15.4% | +15.1% |
| All | +19.7% | -1.9% | +21.6% | +15.1% |
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