+49.1%
D vs FLR
+7.4%
+41.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | -1.4% | +5.4% | -6.7% | -1.4% |
| 30D | +7.7% | +2.8% | +4.9% | +7.7% |
| 3M | -0.3% | -6.4% | +6.1% | -0.2% |
| 6M | +10.1% | +8.8% | +1.3% | +10.0% |
| YTD | +19.1% | +23.6% | -4.5% | +18.8% |
| 1Y | +15.9% | +13.8% | +2.1% | +15.7% |
| 3Y | +75.0% | +36.5% | +38.5% | +73.6% |
| 5Y | +13.4% | +119.3% | -106.0% | +12.3% |
| All | +49.1% | +7.4% | +41.7% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling