-10.8%
DOW vs FLR
+54.9%
-65.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.5% |
| 7D | -2.4% | +5.4% | -7.8% | -3.6% |
| 30D | +0.4% | +11.4% | -11.0% | -2.8% |
| 3M | -14.4% | +11.4% | -25.8% | -17.7% |
| 6M | -7.0% | +16.6% | -23.6% | -12.5% |
| YTD | +30.2% | +41.7% | -11.5% | +16.4% |
| 1Y | +29.2% | +35.4% | -6.2% | +16.2% |
| 3Y | -36.7% | +57.3% | -94.0% | -47.1% |
| 5Y | -37.7% | +241.0% | -278.7% | -57.8% |
| All | -10.8% | +54.9% | -65.7% | -28.0% |
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 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