+309.3%
EAT vs FLR
+8.6%
+300.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | -7.1% | +10.1% | -17.2% | -10.8% |
| 30D | -2.3% | -0.5% | -1.9% | -2.7% |
| 3M | -19.6% | -4.8% | -14.8% | -19.0% |
| 6M | +46.0% | +10.7% | +35.3% | +35.0% |
| YTD | +37.7% | +25.0% | +12.7% | +19.2% |
| 1Y | +73.8% | +8.3% | +65.5% | +58.9% |
| 3Y | +482.1% | +36.8% | +445.2% | +340.5% |
| 5Y | +362.5% | +121.8% | +240.7% | +161.7% |
| All | +309.3% | +8.6% | +300.8% | +36.8% |
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