+851.5%
DE vs FLR
+19.7%
+831.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -1.9% |
| 30D | +9.0% | +4.2% | +4.9% | +7.9% |
| 3M | +19.1% | +8.1% | +11.1% | +16.3% |
| 6M | +14.4% | +21.5% | -7.1% | +8.2% |
| YTD | +45.9% | +36.8% | +9.2% | +34.4% |
| 1Y | +43.6% | +31.2% | +12.4% | +32.5% |
| 3Y | +75.9% | +53.9% | +22.0% | +50.9% |
| 5Y | +98.8% | +243.0% | -144.3% | +41.4% |
| All | +851.5% | +19.7% | +831.7% | +669.6% |
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