+46.2%
EXC vs FLR
+248.0%
-201.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +1.2% | +0.7% | +0.6% | +1.2% |
| 30D | -2.7% | -0.7% | -2.1% | -2.7% |
| 3M | -1.0% | +14.3% | -15.3% | -1.5% |
| 6M | -9.3% | +25.6% | -34.9% | -10.3% |
| YTD | +3.6% | +42.9% | -39.2% | +1.6% |
| 1Y | +5.9% | +38.7% | -32.8% | +3.9% |
| 3Y | +21.3% | +61.8% | -40.5% | +14.0% |
| 5Y | +46.2% | +254.1% | -207.9% | +24.9% |
| All | +46.2% | +248.0% | -201.8% | +24.9% |
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 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