+1.6%
ECL vs FLR
+33.3%
-31.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.0% | -1.9% |
| 7D | -2.7% | -3.1% | +0.4% | -2.6% |
| 30D | -4.3% | +4.9% | -9.2% | -4.6% |
| 3M | +3.2% | +10.8% | -7.6% | +2.0% |
| 6M | -2.9% | +19.7% | -22.6% | -5.0% |
| YTD | +4.3% | +38.4% | -34.1% | +1.2% |
| 1Y | +1.6% | +34.7% | -33.0% | -0.8% |
| All | +1.6% | +33.3% | -31.7% | -0.8% |
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 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