+23.7%
ED vs FLR
+12.7%
+10.9%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -0.9% | +6.3% | -7.2% | -0.3% |
| 30D | +11.2% | +1.8% | +9.4% | +11.7% |
| 3M | +11.8% | -4.4% | +16.2% | +11.8% |
| 6M | +14.1% | +15.9% | -1.8% | +17.0% |
| YTD | +23.0% | +27.7% | -4.8% | +29.9% |
| 1Y | +23.7% | +11.6% | +12.0% | +27.8% |
| All | +23.7% | +12.7% | +10.9% | +27.8% |
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