-49.3%
COMP vs FLR
+98.2%
-147.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +9.5% |
| 7D | +13.4% | -0.8% | +14.3% | +13.9% |
| 30D | +11.1% | -9.1% | +20.2% | +14.9% |
| 3M | -18.8% | -4.7% | -14.2% | -18.5% |
| 6M | +10.5% | -14.2% | +24.7% | +13.8% |
| YTD | -3.4% | +17.3% | -20.7% | -11.7% |
| 1Y | +19.7% | +4.3% | +15.4% | +14.0% |
| 3Y | +381.6% | +30.7% | +350.9% | +275.3% |
| 5Y | -17.6% | +101.3% | -118.9% | -46.1% |
| All | -49.3% | +98.2% | -147.5% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling