+73.8%
EAT vs FLR
+8.5%
+65.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | -7.1% | +10.1% | -17.2% | -8.2% |
| 30D | -2.3% | -0.5% | -1.9% | -2.3% |
| 3M | -19.6% | -4.8% | -14.8% | -19.4% |
| 6M | +46.0% | +10.7% | +35.3% | +39.3% |
| YTD | +37.7% | +25.0% | +12.7% | +30.6% |
| 1Y | +73.8% | +8.3% | +65.5% | +65.0% |
| All | +73.8% | +8.5% | +65.3% | +65.0% |
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