-13.0%
EFX vs FLR
+52.3%
-65.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -11.1% | -6.9% | -4.3% | -10.4% |
| 30D | -7.4% | +1.1% | -8.5% | -7.6% |
| 3M | +1.5% | +14.3% | -12.8% | -1.1% |
| 6M | -13.7% | +19.1% | -32.8% | -17.2% |
| YTD | -21.9% | +35.1% | -57.0% | -26.8% |
| 1Y | -30.8% | +29.5% | -60.3% | -35.0% |
| All | -13.0% | +52.3% | -65.4% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling