+280.4%
EMR vs FLR
+7.4%
+273.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +2.8% | +5.4% | -2.5% | +1.4% |
| 30D | +3.7% | +2.8% | +0.8% | +2.8% |
| 3M | +2.0% | -6.4% | +8.4% | +3.4% |
| 6M | +22.1% | +8.8% | +13.3% | +18.0% |
| YTD | +27.2% | +23.6% | +3.6% | +18.2% |
| 1Y | +32.0% | +13.8% | +18.2% | +25.2% |
| 3Y | +103.3% | +36.5% | +66.8% | +76.5% |
| 5Y | +88.2% | +119.3% | -31.1% | +40.7% |
| All | +280.4% | +7.4% | +273.0% | +181.5% |
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