+89.2%
ES vs FLR
+10.4%
+78.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +0.9% | +5.1% | -4.3% | +0.8% |
| 30D | +5.9% | -0.5% | +6.4% | +5.9% |
| 3M | -1.0% | -3.5% | +2.4% | -1.0% |
| 6M | +7.2% | +16.5% | -9.3% | +6.9% |
| YTD | +7.0% | +27.3% | -20.3% | +6.5% |
| 1Y | +0.5% | +10.6% | -10.2% | +0.2% |
| 3Y | +48.7% | +39.4% | +9.3% | +47.4% |
| 5Y | +1.9% | +126.4% | -124.5% | +1.1% |
| 10Y | +89.2% | +8.4% | +80.8% | +102.4% |
| All | +89.2% | +10.4% | +78.8% | +102.4% |
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