+32.8%
ES vs FLR
+58.4%
-25.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | +0.3% | +5.4% | -5.1% | 0.0% |
| 30D | -2.0% | +11.4% | -13.3% | -2.6% |
| 3M | +1.7% | +11.4% | -9.7% | +0.9% |
| 6M | -3.5% | +16.6% | -20.2% | -4.8% |
| YTD | +7.9% | +41.7% | -33.8% | +5.0% |
| 1Y | +17.2% | +35.4% | -18.3% | +14.2% |
| All | +32.8% | +58.4% | -25.6% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling