+565.0%
D vs FLR
+532.1%
+32.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.4% | +5.1% | -2.7% | +1.9% |
| 30D | +10.9% | -0.5% | +11.4% | +10.8% |
| 3M | +2.8% | -3.5% | +6.3% | +2.9% |
| 6M | +12.7% | +16.5% | -3.8% | +10.6% |
| YTD | +20.3% | +27.3% | -7.0% | +16.7% |
| 1Y | +17.1% | +10.6% | +6.5% | +14.9% |
| 3Y | +75.1% | +39.4% | +35.8% | +64.6% |
| 5Y | +13.1% | +126.4% | -113.3% | +0.2% |
| 10Y | +48.3% | +8.4% | +39.9% | +36.9% |
| All | +565.0% | +532.1% | +32.9% | +357.8% |
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