+68.0%
COST vs FLR
+52.3%
+15.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -2.5% | -6.9% | +4.4% | -2.4% |
| 30D | -4.4% | +1.1% | -5.6% | -4.5% |
| 3M | -8.1% | +14.3% | -22.4% | -8.5% |
| 6M | -9.2% | +19.1% | -28.4% | -10.0% |
| YTD | +5.1% | +35.1% | -30.0% | +3.4% |
| 1Y | -5.1% | +29.5% | -34.6% | -6.6% |
| All | +68.0% | +52.3% | +15.7% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling