+47.9%
DE vs FLR
+31.2%
+16.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +10.0% | +5.4% | +4.6% | +9.3% |
| 30D | +13.3% | +11.4% | +1.9% | +11.4% |
| 3M | +17.5% | +11.4% | +6.1% | +15.3% |
| 6M | +13.6% | +16.6% | -3.1% | +10.3% |
| YTD | +49.8% | +41.7% | +8.1% | +46.6% |
| 1Y | +47.9% | +35.4% | +12.4% | +44.0% |
| All | +47.9% | +31.2% | +16.7% | +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 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