+6,463.0%
EW vs FLR
+603.8%
+5,859.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.4% |
| 7D | -0.3% | +5.4% | -5.8% | -1.0% |
| 30D | +1.0% | +11.4% | -10.3% | -0.7% |
| 3M | +2.8% | +11.4% | -8.6% | +0.7% |
| 6M | +5.5% | +16.6% | -11.1% | +2.3% |
| YTD | +5.5% | +41.7% | -36.3% | -0.5% |
| 1Y | +11.0% | +35.4% | -24.4% | +5.0% |
| 3Y | +17.7% | +57.3% | -39.6% | +5.7% |
| 5Y | -25.7% | +241.0% | -266.7% | -41.4% |
| 10Y | +132.8% | +16.6% | +116.2% | +90.2% |
| All | +6,463.0% | +603.8% | +5,859.2% | +4,010.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling