+124.0%
EW vs FLR
+18.3%
+105.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -3.4% | -6.9% | +3.5% | -2.7% |
| 30D | -7.4% | +1.1% | -8.5% | -7.5% |
| 3M | +0.9% | +14.3% | -13.4% | -0.9% |
| 6M | +1.2% | +19.1% | -18.0% | -1.3% |
| YTD | +1.8% | +35.1% | -33.3% | -2.1% |
| 1Y | +10.8% | +29.5% | -18.6% | +6.7% |
| 3Y | +17.1% | +53.0% | -35.9% | +8.2% |
| 5Y | -28.2% | +238.9% | -267.1% | -39.8% |
| All | +124.0% | +18.3% | +105.7% | +92.5% |
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