+322.7%
EAT vs FLR
+248.0%
+74.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -1.2% | -0.7% | -0.5% | -1.4% |
| 3M | +52.2% | +14.3% | +37.9% | +45.0% |
| 6M | +65.0% | +25.6% | +39.4% | +52.2% |
| YTD | +55.0% | +42.9% | +12.2% | +37.3% |
| 1Y | +42.1% | +38.7% | +3.3% | +25.8% |
| 3Y | +614.7% | +61.8% | +552.9% | +465.8% |
| 5Y | +322.7% | +254.1% | +68.6% | +137.3% |
| All | +322.7% | +248.0% | +74.7% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling