+39.7%
EFX vs FLR
+19.7%
+19.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -4.5% | -3.5% | -1.1% | -4.2% |
| 30D | -6.1% | +4.2% | -10.3% | -6.5% |
| 3M | +6.2% | +8.1% | -1.9% | +4.8% |
| 6M | -11.2% | +21.5% | -32.7% | -14.0% |
| YTD | -21.4% | +36.8% | -58.2% | -25.0% |
| 1Y | -34.3% | +31.2% | -65.5% | -37.2% |
| 3Y | -12.5% | +53.9% | -66.4% | -19.5% |
| 5Y | -35.6% | +243.0% | -278.6% | -45.2% |
| All | +39.7% | +19.7% | +19.9% | +36.9% |
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