+67.2%
F vs FLR
+8.6%
+58.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | -3.9% | +10.1% | -14.0% | -5.9% |
| 30D | -0.5% | -0.5% | 0.0% | -0.6% |
| 3M | -12.9% | -4.8% | -8.1% | -12.3% |
| 6M | +1.5% | +10.7% | -9.2% | -2.0% |
| YTD | -5.0% | +25.0% | -30.0% | -11.5% |
| 1Y | -7.3% | +8.3% | -15.6% | -11.0% |
| 3Y | +45.3% | +36.8% | +8.4% | +27.2% |
| 5Y | -15.8% | +121.8% | -137.5% | -34.7% |
| All | +67.2% | +8.6% | +58.6% | +36.7% |
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 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