+18.7%
EWZ vs FLR
+35.7%
-17.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +0.8% | +5.4% | -4.6% | -0.1% |
| 30D | -24.4% | +2.8% | -27.2% | -24.8% |
| 3M | -4.6% | -6.4% | +1.8% | -3.8% |
| 6M | -11.6% | +8.8% | -20.3% | -13.6% |
| YTD | +2.4% | +23.6% | -21.2% | -2.1% |
| 1Y | +2.1% | +13.8% | -11.7% | -1.3% |
| 3Y | +18.7% | +36.5% | -17.8% | +4.9% |
| All | +18.7% | +35.7% | -17.0% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling