-10.5%
COMP vs FLR
+127.2%
-137.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +2.2% | +6.3% | -4.1% | -0.1% |
| 30D | +16.3% | +1.8% | +14.5% | +15.2% |
| 3M | -19.1% | -4.4% | -14.7% | -18.2% |
| 6M | +17.1% | +15.9% | +1.3% | +7.4% |
| YTD | -2.9% | +27.7% | -30.7% | -14.8% |
| 1Y | +8.8% | +11.6% | -2.8% | +0.5% |
| 3Y | +423.5% | +39.9% | +383.6% | +279.5% |
| 5Y | -10.5% | +127.5% | -138.0% | -49.5% |
| All | -10.5% | +127.2% | -137.7% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling