+273.0%
EMR vs FLR
+19.7%
+253.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.5% |
| 30D | -6.8% | +4.2% | -10.9% | -7.9% |
| 3M | +7.5% | +8.1% | -0.6% | +4.4% |
| 6M | +9.9% | +21.5% | -11.7% | +2.8% |
| YTD | +16.0% | +36.8% | -20.8% | +5.2% |
| 1Y | +12.4% | +31.2% | -18.8% | +2.6% |
| 3Y | +60.2% | +53.9% | +6.4% | +35.0% |
| 5Y | +67.9% | +243.0% | -175.2% | +11.6% |
| All | +273.0% | +19.7% | +253.3% | +163.3% |
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