+38.3%
EAT vs FLR
+33.3%
+4.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | -0.1% | -2.8% |
| 7D | -6.8% | -3.1% | -3.7% | -6.4% |
| 30D | -5.4% | +4.9% | -10.3% | -6.1% |
| 3M | +42.8% | +10.8% | +31.9% | +38.9% |
| 6M | +56.5% | +19.7% | +36.8% | +49.8% |
| YTD | +50.0% | +38.4% | +11.7% | +40.2% |
| 1Y | +38.3% | +34.7% | +3.6% | +30.5% |
| All | +38.3% | +33.3% | +4.9% | +30.5% |
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