+680.6%
ES vs FLR
+603.8%
+76.7%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +0.3% | +5.4% | -5.1% | -0.2% |
| 30D | -2.0% | +11.4% | -13.3% | -3.0% |
| 3M | +1.7% | +11.4% | -9.7% | +0.3% |
| 6M | -3.5% | +16.6% | -20.2% | -5.4% |
| YTD | +7.9% | +41.7% | -33.8% | +3.8% |
| 1Y | +17.2% | +35.4% | -18.3% | +13.0% |
| 3Y | +29.3% | +57.3% | -28.0% | +20.7% |
| 5Y | -5.7% | +241.0% | -246.7% | -19.2% |
| 10Y | +85.2% | +16.6% | +68.6% | +70.2% |
| All | +680.6% | +603.8% | +76.7% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling