+44.0%
EAT vs FLR
+31.2%
+12.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | 0.0% | +5.4% | -5.4% | -0.7% |
| 30D | +1.9% | +11.4% | -9.5% | -0.1% |
| 3M | +68.7% | +11.4% | +57.3% | +64.1% |
| 6M | +66.9% | +16.6% | +50.3% | +60.0% |
| YTD | +60.4% | +41.7% | +18.7% | +49.3% |
| 1Y | +44.0% | +35.4% | +8.6% | +35.2% |
| All | +44.0% | +31.2% | +12.8% | +35.2% |
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