+393.0%
EFA vs FLR
+241.8%
+151.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | -0.7% | -0.7% | -0.1% | -0.8% |
| 3M | +6.4% | +14.3% | -7.9% | +2.4% |
| 6M | +11.4% | +25.6% | -14.2% | +4.1% |
| YTD | +14.0% | +42.9% | -28.9% | +3.2% |
| 1Y | +20.2% | +38.7% | -18.5% | +8.9% |
| 3Y | +68.2% | +61.8% | +6.4% | +40.0% |
| 5Y | +54.8% | +254.1% | -199.3% | +2.7% |
| 10Y | +142.4% | +20.0% | +122.3% | +75.6% |
| All | +393.0% | +241.8% | +151.3% | +135.7% |
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