+372.3%
EAT vs FLR
+18.3%
+353.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -6.2% | -6.9% | +0.7% | -3.6% |
| 30D | -3.0% | +1.1% | -4.2% | -3.8% |
| 3M | +45.6% | +14.3% | +31.3% | +34.8% |
| 6M | +53.5% | +19.1% | +34.4% | +38.3% |
| YTD | +49.6% | +35.1% | +14.5% | +26.9% |
| 1Y | +38.9% | +29.5% | +9.4% | +18.4% |
| 3Y | +589.7% | +53.0% | +536.7% | +403.1% |
| 5Y | +318.7% | +238.9% | +79.7% | +97.1% |
| All | +372.3% | +18.3% | +353.9% | +60.8% |
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 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