-29.4%
EW vs FLR
+248.0%
-277.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.6% |
| 7D | -4.4% | +0.7% | -5.1% | -4.5% |
| 30D | -3.3% | -0.7% | -2.7% | -3.4% |
| 3M | +1.0% | +14.3% | -13.3% | -0.8% |
| 6M | +6.2% | +25.6% | -19.4% | +3.0% |
| YTD | +1.7% | +42.9% | -41.1% | -2.8% |
| 1Y | +8.1% | +38.7% | -30.6% | +3.2% |
| 3Y | +17.1% | +61.8% | -44.7% | +4.8% |
| 5Y | -29.4% | +254.1% | -283.4% | -44.7% |
| All | -29.4% | +248.0% | -277.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling