-28.1%
COMP vs FLR
-12.8%
-15.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.5% | -2.6% | -7.5% |
| 7D | -1.8% | -5.4% | +3.6% | -1.1% |
| 30D | -0.8% | -13.5% | +12.7% | +1.2% |
| 3M | -28.1% | -10.8% | -17.3% | -26.9% |
| All | -28.1% | -12.8% | -15.3% | -26.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling