+310.8%
EAT vs FLR
+7.4%
+303.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -4.0% | +5.4% | -9.4% | -6.2% |
| 30D | -2.9% | +2.8% | -5.7% | -4.5% |
| 3M | -16.9% | -6.4% | -10.5% | -15.7% |
| 6M | +57.0% | +8.8% | +48.2% | +46.1% |
| YTD | +38.2% | +23.6% | +14.6% | +20.1% |
| 1Y | +69.3% | +13.8% | +55.5% | +51.8% |
| 3Y | +483.0% | +36.5% | +446.5% | +341.5% |
| 5Y | +364.1% | +119.3% | +244.8% | +163.7% |
| All | +310.8% | +7.4% | +303.5% | +37.9% |
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