+59.6%
DD vs FLR
+245.1%
-185.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.9% |
| 7D | -3.8% | -3.1% | -0.6% | -3.1% |
| 30D | -9.2% | +4.9% | -14.2% | -10.3% |
| 3M | -9.0% | +10.8% | -19.8% | -12.0% |
| 6M | -5.0% | +19.7% | -24.6% | -10.5% |
| YTD | +7.4% | +38.4% | -31.0% | -2.5% |
| 1Y | +35.1% | +34.7% | +0.4% | +22.7% |
| 3Y | +43.2% | +56.7% | -13.4% | +18.4% |
| 5Y | +59.6% | +241.6% | -182.0% | +11.3% |
| All | +59.6% | +245.1% | -185.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling