+676.3%
ES vs FLR
+482.5%
+193.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.2% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | +7.1% | -9.1% | +16.2% | +7.8% |
| 3M | -1.9% | -4.7% | +2.7% | -1.9% |
| 6M | +4.4% | -14.2% | +18.6% | +5.0% |
| YTD | +7.3% | +17.3% | -10.0% | +4.8% |
| 1Y | +2.1% | +4.3% | -2.1% | +0.7% |
| 3Y | +41.8% | +30.7% | +11.1% | +34.3% |
| 5Y | +1.4% | +101.3% | -99.9% | -8.8% |
| 10Y | +86.8% | +12.4% | +74.4% | +70.0% |
| All | +676.3% | +482.5% | +193.8% | +413.1% |
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