+28.1%
ECL vs FLR
+248.0%
-220.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -0.8% | +0.7% | -1.4% | -0.8% |
| 30D | -2.5% | -0.7% | -1.8% | -2.5% |
| 3M | +8.3% | +14.3% | -6.0% | +6.1% |
| 6M | -1.1% | +25.6% | -26.7% | -4.6% |
| YTD | +6.5% | +42.9% | -36.4% | +1.0% |
| 1Y | +2.1% | +38.7% | -36.7% | -3.2% |
| 3Y | +57.6% | +61.8% | -4.2% | +39.0% |
| 5Y | +28.1% | +254.1% | -226.0% | -1.8% |
| All | +28.1% | +248.0% | -220.0% | -1.8% |
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 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