+11.0%
EW vs FLR
+31.2%
-20.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.2% |
| 7D | -0.3% | +5.4% | -5.8% | -0.6% |
| 30D | +1.0% | +11.4% | -10.3% | +0.3% |
| 3M | +2.8% | +11.4% | -8.6% | +1.9% |
| 6M | +5.5% | +16.6% | -11.1% | +4.1% |
| YTD | +5.5% | +41.7% | -36.3% | +4.6% |
| 1Y | +11.0% | +35.4% | -24.4% | +10.7% |
| All | +11.0% | +31.2% | -20.2% | +10.7% |
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 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