+1.1%
ES vs FLR
+8.5%
-7.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +0.8% |
| 7D | -1.1% | +10.1% | -11.2% | -1.0% |
| 30D | +8.2% | -0.5% | +8.7% | +8.4% |
| 3M | +0.6% | -4.8% | +5.4% | +0.9% |
| 6M | +6.0% | +10.7% | -4.7% | +5.8% |
| YTD | +9.3% | +25.0% | -15.6% | +10.0% |
| 1Y | +1.1% | +8.3% | -7.2% | +1.5% |
| All | +1.1% | +8.5% | -7.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling