+790.6%
ED vs FLR
+603.8%
+186.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.3% |
| 7D | -0.2% | +5.4% | -5.6% | -0.4% |
| 30D | -0.1% | +11.4% | -11.5% | -0.6% |
| 3M | +3.9% | +11.4% | -7.5% | +3.3% |
| 6M | -3.0% | +16.6% | -19.7% | -4.0% |
| YTD | +10.7% | +41.7% | -31.0% | +8.6% |
| 1Y | +13.3% | +35.4% | -22.1% | +11.3% |
| 3Y | +34.5% | +57.3% | -22.8% | +29.4% |
| 5Y | +67.1% | +241.0% | -173.8% | +53.3% |
| 10Y | +103.0% | +16.6% | +86.4% | +101.7% |
| All | +790.6% | +603.8% | +186.8% | +604.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling