+413.3%
EXC vs FLR
+530.7%
-117.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -1.1% |
| 7D | -1.7% | +8.5% | -10.2% | -2.9% |
| 30D | +9.3% | -0.7% | +10.0% | +9.2% |
| 3M | +1.0% | -11.7% | +12.7% | +2.4% |
| 6M | +5.9% | +16.2% | -10.3% | +2.6% |
| YTD | +7.6% | +27.0% | -19.4% | +2.1% |
| 1Y | +2.4% | +10.1% | -7.7% | -1.0% |
| 3Y | +30.2% | +46.2% | -15.9% | +16.0% |
| 5Y | +41.4% | +121.4% | -80.1% | +14.9% |
| 10Y | +183.8% | +11.0% | +172.8% | +128.2% |
| All | +413.3% | +530.7% | -117.5% | +204.6% |
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