+18.2%
EFA vs FLR
+31.4%
-13.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -1.5% | -3.5% | +2.0% | -1.0% |
| 30D | -1.7% | +4.2% | -5.8% | -2.3% |
| 3M | +3.5% | +8.1% | -4.6% | +1.7% |
| 6M | +9.5% | +21.5% | -12.1% | +4.6% |
| YTD | +12.9% | +36.8% | -23.9% | +6.5% |
| 1Y | +18.2% | +31.2% | -13.0% | +11.4% |
| All | +18.2% | +31.4% | -13.2% | +11.4% |
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