+95.7%
ES vs FLR
+8.6%
+87.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +0.9% |
| 7D | -1.1% | +10.1% | -11.2% | -1.2% |
| 30D | +8.2% | -0.5% | +8.7% | +8.2% |
| 3M | +0.6% | -4.8% | +5.4% | +0.7% |
| 6M | +6.0% | +10.7% | -4.7% | +5.7% |
| YTD | +9.3% | +25.0% | -15.6% | +8.9% |
| 1Y | +1.1% | +8.3% | -7.2% | +0.9% |
| 3Y | +51.9% | +36.8% | +15.1% | +50.7% |
| 5Y | +6.5% | +121.8% | -115.3% | +5.6% |
| All | +95.7% | +8.6% | +87.2% | +110.4% |
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