+51.9%
DOW vs FLR
+2.5%
+49.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.3% |
| 7D | -4.2% | +1.4% | -5.6% | -4.1% |
| 30D | +14.7% | -5.9% | +20.6% | +14.4% |
| 3M | +9.1% | -7.6% | +16.7% | +8.9% |
| 6M | -17.7% | -9.3% | -8.4% | -17.4% |
| YTD | +44.6% | +20.1% | +24.5% | +39.8% |
| 1Y | +51.9% | +3.0% | +48.9% | +48.8% |
| All | +51.9% | +2.5% | +49.4% | +48.8% |
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