+50.3%
F vs FLR
+603.8%
-553.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.2% |
| 7D | +5.3% | +5.4% | -0.1% | +3.6% |
| 30D | +4.6% | +11.4% | -6.8% | +0.5% |
| 3M | -3.7% | +11.4% | -15.1% | -7.9% |
| 6M | +16.8% | +16.6% | +0.2% | +8.9% |
| YTD | +15.3% | +41.7% | -26.4% | +0.8% |
| 1Y | +31.0% | +35.4% | -4.4% | +15.5% |
| 3Y | +45.4% | +57.3% | -11.9% | +15.4% |
| 5Y | +54.7% | +241.0% | -186.3% | -7.1% |
| 10Y | +98.2% | +16.6% | +81.6% | +34.6% |
| All | +50.3% | +603.8% | -553.5% | -30.1% |
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