+15.3%
D vs FLR
+33.3%
-18.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.7% |
| 7D | -0.4% | -3.1% | +2.7% | -0.4% |
| 30D | -2.1% | +4.9% | -7.0% | -2.1% |
| 3M | -0.7% | +10.8% | -11.6% | -0.7% |
| 6M | +5.6% | +19.7% | -14.1% | +5.8% |
| YTD | +14.6% | +38.4% | -23.8% | +14.7% |
| 1Y | +15.3% | +34.7% | -19.3% | +14.3% |
| All | +15.3% | +33.3% | -18.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling