-17.9%
COMP vs FLR
+93.7%
-111.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +9.4% |
| 7D | +13.4% | -0.8% | +14.3% | +13.9% |
| 30D | +11.1% | -9.1% | +20.2% | +15.1% |
| 3M | -18.8% | -4.7% | -14.2% | -18.5% |
| 6M | +10.5% | -14.2% | +24.7% | +14.0% |
| YTD | -3.4% | +17.3% | -20.7% | -12.3% |
| 1Y | +19.7% | +4.3% | +15.4% | +13.5% |
| 3Y | +381.6% | +30.7% | +350.9% | +257.4% |
| All | -17.9% | +93.7% | -111.5% | -50.8% |
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 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