-35.9%
DOW vs FLR
+245.1%
-280.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -6.0% | -3.1% | -2.9% | -5.4% |
| 30D | -2.7% | +4.9% | -7.7% | -3.9% |
| 3M | -10.5% | +10.8% | -21.3% | -13.8% |
| 6M | -12.4% | +19.7% | -32.1% | -18.3% |
| YTD | +30.0% | +38.4% | -8.3% | +15.9% |
| 1Y | +27.8% | +34.7% | -6.9% | +14.1% |
| 3Y | -34.9% | +56.7% | -91.6% | -47.5% |
| 5Y | -35.9% | +241.6% | -277.5% | -59.8% |
| All | -35.9% | +245.1% | -280.9% | -59.8% |
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 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