+540.4%
D vs FLR
+603.8%
-63.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +0.4% | +5.4% | -5.0% | 0.0% |
| 30D | -3.6% | +11.4% | -14.9% | -4.6% |
| 3M | -1.0% | +11.4% | -12.4% | -2.2% |
| 6M | +6.3% | +16.6% | -10.4% | +4.2% |
| YTD | +14.7% | +41.7% | -27.0% | +10.5% |
| 1Y | +16.9% | +35.4% | -18.5% | +12.8% |
| 3Y | +56.8% | +57.3% | -0.5% | +46.0% |
| 5Y | +5.2% | +241.0% | -235.8% | -10.3% |
| 10Y | +35.9% | +16.6% | +19.2% | +24.8% |
| All | +540.4% | +603.8% | -63.4% | +337.7% |
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