+84.1%
EWZ vs FLR
+18.9%
+65.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | +5.6% | +0.7% | +4.9% | +5.4% |
| 30D | +9.3% | -0.7% | +9.9% | +9.2% |
| 3M | +15.7% | +14.3% | +1.4% | +12.0% |
| 6M | +7.4% | +25.6% | -18.2% | +1.6% |
| YTD | +22.7% | +42.9% | -20.2% | +13.1% |
| 1Y | +36.4% | +38.7% | -2.4% | +25.9% |
| 3Y | +50.4% | +61.8% | -11.4% | +29.5% |
| 5Y | +67.6% | +254.1% | -186.5% | +20.4% |
| 10Y | +84.1% | +20.0% | +64.0% | +48.0% |
| All | +84.1% | +18.9% | +65.2% | +48.0% |
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