+5,203.4%
DE vs FLR
+609.6%
+4,593.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.7% | -2.1% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +9.6% | -0.7% | +10.3% | +9.5% |
| 3M | +19.0% | +14.3% | +4.6% | +12.5% |
| 6M | +16.1% | +25.6% | -9.5% | +5.4% |
| YTD | +47.0% | +42.9% | +4.2% | +27.6% |
| 1Y | +43.1% | +38.7% | +4.4% | +24.0% |
| 3Y | +77.5% | +61.8% | +15.7% | +36.9% |
| 5Y | +96.4% | +254.1% | -157.7% | +11.5% |
| 10Y | +852.9% | +20.0% | +832.8% | +512.2% |
| All | +5,203.4% | +609.6% | +4,593.9% | +1,699.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling