+905.3%
EQT vs FLR
+571.1%
+334.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.2% |
| 7D | -1.2% | -6.9% | +5.7% | +0.7% |
| 30D | +1.1% | +1.1% | 0.0% | +0.6% |
| 3M | +4.8% | +14.3% | -9.5% | -0.4% |
| 6M | -10.6% | +19.1% | -29.7% | -17.1% |
| YTD | +3.4% | +35.1% | -31.7% | -7.9% |
| 1Y | +8.7% | +29.5% | -20.8% | -2.7% |
| 3Y | +35.0% | +53.0% | -18.0% | +9.7% |
| 5Y | +204.2% | +238.9% | -34.7% | +93.4% |
| 10Y | +52.5% | +17.4% | +35.1% | +10.3% |
| All | +905.3% | +571.1% | +334.2% | +434.8% |
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