-35.9%
EFX vs FLR
+230.6%
-266.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -11.1% | -6.9% | -4.3% | -10.1% |
| 30D | -7.4% | +1.1% | -8.5% | -7.7% |
| 3M | +1.5% | +14.3% | -12.8% | -2.0% |
| 6M | -13.7% | +19.1% | -32.8% | -18.2% |
| YTD | -21.9% | +35.1% | -57.0% | -28.0% |
| 1Y | -30.8% | +29.5% | -60.3% | -36.1% |
| 3Y | -12.4% | +53.0% | -65.4% | -27.4% |
| 5Y | -35.9% | +238.9% | -274.9% | -56.1% |
| All | -35.9% | +230.6% | -266.5% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling