+411.9%
EXC vs FLR
+532.1%
-120.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.1% | +5.1% | -5.0% | -0.7% |
| 30D | +9.0% | -0.5% | +9.5% | +8.8% |
| 3M | +3.3% | -3.5% | +6.8% | +3.4% |
| 6M | +5.7% | +16.5% | -10.8% | +2.3% |
| YTD | +7.3% | +27.3% | -19.9% | +1.8% |
| 1Y | +2.9% | +10.6% | -7.7% | -0.6% |
| 3Y | +29.3% | +39.4% | -10.1% | +16.1% |
| 5Y | +40.1% | +126.4% | -86.3% | +13.4% |
| 10Y | +197.7% | +8.4% | +189.3% | +140.8% |
| All | +411.9% | +532.1% | -120.2% | +203.7% |
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