+1,031.3%
EFX vs FLR
+603.8%
+427.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.9% |
| 7D | -8.6% | +5.4% | -14.1% | -9.5% |
| 30D | +0.1% | +11.4% | -11.3% | -2.2% |
| 3M | +3.8% | +11.4% | -7.6% | +0.5% |
| 6M | -13.5% | +16.6% | -30.1% | -17.7% |
| YTD | -17.7% | +41.7% | -59.4% | -24.6% |
| 1Y | -25.6% | +35.4% | -61.0% | -31.7% |
| 3Y | -12.1% | +57.3% | -69.4% | -24.4% |
| 5Y | -33.8% | +241.0% | -274.8% | -52.2% |
| 10Y | +45.1% | +16.6% | +28.5% | +13.8% |
| All | +1,031.3% | +603.8% | +427.5% | +452.6% |
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