+85.6%
ES vs FLR
+17.5%
+68.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.3% | -8.8% | -0.6% |
| 7D | -0.1% | +8.5% | -8.6% | -0.2% |
| 30D | +5.7% | -0.7% | +6.4% | +5.7% |
| 3M | -2.8% | -11.7% | +8.9% | -2.6% |
| 6M | +7.0% | +16.2% | -9.2% | +6.7% |
| YTD | +6.8% | +27.0% | -20.2% | +6.3% |
| 1Y | -0.5% | +10.1% | -10.5% | -0.7% |
| 3Y | +47.2% | +46.2% | +1.0% | +45.9% |
| 5Y | +2.3% | +121.4% | -119.2% | +1.5% |
| 10Y | +85.6% | +11.0% | +74.7% | +99.9% |
| All | +85.6% | +17.5% | +68.2% | +99.9% |
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