+27.9%
F vs FLR
+482.5%
-454.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.1% | -1.7% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +2.6% | -9.1% | +11.8% | +5.3% |
| 3M | -8.8% | -4.7% | -4.2% | -8.5% |
| 6M | +4.6% | -14.2% | +18.9% | +6.9% |
| YTD | -1.9% | +17.3% | -19.2% | -9.6% |
| 1Y | -0.8% | +4.3% | -5.0% | -5.3% |
| 3Y | +43.5% | +30.7% | +12.7% | +20.1% |
| 5Y | -12.1% | +101.3% | -113.4% | -37.8% |
| 10Y | +83.6% | +12.4% | +71.3% | +24.5% |
| All | +27.9% | +482.5% | -454.6% | -37.3% |
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