+35.3%
D vs FLR
+18.9%
+16.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.8% |
| 30D | -0.7% | -0.7% | -0.1% | -0.7% |
| 3M | +2.1% | +14.3% | -12.2% | +2.0% |
| 6M | +6.8% | +25.6% | -18.8% | +6.6% |
| YTD | +16.5% | +42.9% | -26.3% | +16.1% |
| 1Y | +19.2% | +38.7% | -19.6% | +18.7% |
| 3Y | +61.9% | +61.8% | +0.1% | +60.3% |
| 5Y | +6.5% | +254.1% | -247.6% | +5.7% |
| 10Y | +35.3% | +20.0% | +15.2% | +48.0% |
| All | +35.3% | +18.9% | +16.4% | +48.0% |
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 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