+160.8%
EXC vs FLR
+17.1%
+143.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | +0.3% | -3.1% | +3.5% | +0.5% |
| 30D | -0.9% | +4.9% | -5.8% | -1.2% |
| 3M | -2.7% | +10.8% | -13.5% | -3.5% |
| 6M | -9.4% | +19.7% | -29.0% | -10.8% |
| YTD | +3.0% | +38.4% | -35.3% | +0.3% |
| 1Y | +5.1% | +34.7% | -29.5% | +2.4% |
| 3Y | +20.6% | +56.7% | -36.1% | +14.1% |
| 5Y | +45.7% | +241.6% | -195.9% | +28.6% |
| 10Y | +160.8% | +20.2% | +140.6% | +123.2% |
| All | +160.8% | +17.1% | +143.7% | +123.2% |
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