+99.4%
DE vs FLR
+230.6%
-131.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | -2.4% | -6.9% | +4.5% | -0.8% |
| 30D | +9.7% | +1.1% | +8.6% | +9.2% |
| 3M | +21.4% | +14.3% | +7.0% | +16.5% |
| 6M | +15.0% | +19.1% | -4.1% | +8.5% |
| YTD | +46.4% | +35.1% | +11.3% | +33.6% |
| 1Y | +45.6% | +29.5% | +16.2% | +33.0% |
| 3Y | +76.8% | +53.0% | +23.8% | +43.9% |
| 5Y | +99.4% | +238.9% | -139.5% | +20.0% |
| All | +99.4% | +230.6% | -131.1% | +20.0% |
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 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