+390.7%
EXC vs FLR
+603.8%
-213.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.7% |
| 7D | +0.3% | +5.4% | -5.1% | -0.5% |
| 30D | -3.7% | +11.4% | -15.1% | -5.4% |
| 3M | -1.3% | +11.4% | -12.7% | -3.4% |
| 6M | -9.7% | +16.6% | -26.3% | -12.7% |
| YTD | +2.9% | +41.7% | -38.8% | -3.6% |
| 1Y | +4.4% | +35.4% | -31.0% | -2.0% |
| 3Y | +22.2% | +57.3% | -35.1% | +8.0% |
| 5Y | +46.7% | +241.0% | -194.3% | +11.4% |
| 10Y | +155.3% | +16.6% | +138.7% | +104.6% |
| All | +390.7% | +603.8% | -213.1% | +187.6% |
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