-12.1%
DOW vs FLR
+49.5%
-61.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.3% |
| 7D | -1.4% | -3.5% | +2.1% | -0.6% |
| 30D | -3.9% | +4.2% | -8.1% | -4.9% |
| 3M | -12.7% | +8.1% | -20.8% | -15.3% |
| 6M | -13.7% | +21.5% | -35.2% | -19.7% |
| YTD | +28.4% | +36.8% | -8.4% | +15.7% |
| 1Y | +21.8% | +31.2% | -9.4% | +10.2% |
| 3Y | -35.7% | +53.9% | -89.6% | -46.1% |
| 5Y | -36.8% | +243.0% | -279.9% | -57.3% |
| All | -12.1% | +49.5% | -61.6% | -28.5% |
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 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