+142.8%
EFA vs FLR
+19.7%
+123.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -1.5% | -3.5% | +2.0% | -1.1% |
| 30D | -1.7% | +4.2% | -5.8% | -2.2% |
| 3M | +3.5% | +8.1% | -4.6% | +2.1% |
| 6M | +9.5% | +21.5% | -12.1% | +6.0% |
| YTD | +12.9% | +36.8% | -23.9% | +7.6% |
| 1Y | +18.2% | +31.2% | -13.0% | +12.9% |
| 3Y | +64.8% | +53.9% | +10.9% | +50.7% |
| 5Y | +53.9% | +243.0% | -189.1% | +26.2% |
| All | +142.8% | +19.7% | +123.0% | +110.1% |
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