+248.8%
EW vs FLR
+9.0%
+239.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +6.5% | +6.3% | +0.2% | +5.8% |
| 30D | +22.5% | +1.8% | +20.6% | +22.1% |
| 3M | +13.0% | -4.4% | +17.4% | +13.2% |
| 6M | +37.1% | +15.9% | +21.3% | +34.2% |
| YTD | +24.1% | +27.7% | -3.6% | +19.8% |
| 1Y | +24.2% | +11.6% | +12.6% | +21.5% |
| 3Y | +64.8% | +39.9% | +24.9% | +53.5% |
| 5Y | -7.4% | +127.5% | -134.9% | -19.2% |
| 10Y | +248.8% | +11.6% | +237.2% | +199.6% |
| All | +248.8% | +9.0% | +239.8% | +199.6% |
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