+110.7%
ED vs FLR
+17.1%
+93.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.8% |
| 7D | -0.2% | -3.1% | +3.0% | -0.3% |
| 30D | +1.9% | +4.9% | -3.0% | +2.1% |
| 3M | +1.9% | +10.8% | -9.0% | +2.3% |
| 6M | -2.3% | +19.7% | -21.9% | -1.5% |
| YTD | +10.9% | +38.4% | -27.5% | +12.2% |
| 1Y | +14.5% | +34.7% | -20.2% | +15.9% |
| 3Y | +33.4% | +56.7% | -23.3% | +35.9% |
| 5Y | +67.3% | +241.6% | -174.3% | +75.0% |
| 10Y | +110.7% | +20.2% | +90.5% | +148.9% |
| All | +110.7% | +17.1% | +93.5% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling