+67.3%
DD vs FLR
+18.3%
+49.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | 0.0% |
| 7D | -2.9% | -6.9% | +4.0% | -1.5% |
| 30D | -11.5% | +1.1% | -12.6% | -11.8% |
| 3M | -5.4% | +14.3% | -19.7% | -8.8% |
| 6M | -6.9% | +19.1% | -26.0% | -11.6% |
| YTD | +6.9% | +35.1% | -28.2% | -1.5% |
| 1Y | +35.6% | +29.5% | +6.2% | +25.6% |
| 3Y | +42.5% | +53.0% | -10.5% | +23.0% |
| 5Y | +58.5% | +238.9% | -180.5% | +13.0% |
| All | +67.3% | +18.3% | +49.0% | +44.0% |
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