+46.0%
F vs FLR
+58.4%
-12.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.0% |
| 7D | +5.3% | +5.4% | -0.1% | +4.1% |
| 30D | +4.6% | +11.4% | -6.8% | +1.7% |
| 3M | -3.7% | +11.4% | -15.1% | -6.7% |
| 6M | +16.8% | +16.6% | +0.2% | +10.9% |
| YTD | +15.3% | +41.7% | -26.4% | +4.2% |
| 1Y | +31.0% | +35.4% | -4.4% | +19.3% |
| All | +46.0% | +58.4% | -12.4% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling