+266.6%
EW vs FLR
+8.6%
+258.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +4.9% | +10.1% | -5.2% | +3.9% |
| 30D | +24.1% | -0.5% | +24.5% | +24.0% |
| 3M | +13.7% | -4.8% | +18.5% | +14.0% |
| 6M | +32.7% | +10.7% | +22.0% | +30.4% |
| YTD | +24.1% | +25.0% | -0.9% | +20.0% |
| 1Y | +23.6% | +8.3% | +15.3% | +21.2% |
| 3Y | +64.8% | +36.8% | +27.9% | +53.7% |
| 5Y | -8.8% | +121.8% | -130.6% | -20.3% |
| All | +266.6% | +8.6% | +258.0% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling