+109.8%
FE vs FLR
+8.5%
+101.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -0.6% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | +5.2% | -9.1% | +14.3% | +5.6% |
| 3M | 0.0% | -4.7% | +4.6% | +0.1% |
| 6M | +5.0% | -14.2% | +19.3% | +5.4% |
| YTD | +7.9% | +17.3% | -9.4% | +6.5% |
| 1Y | +6.3% | +4.3% | +2.1% | +5.5% |
| 3Y | +46.0% | +30.7% | +15.3% | +41.0% |
| 5Y | +45.6% | +101.3% | -55.7% | +36.2% |
| All | +109.8% | +8.5% | +101.3% | +90.0% |
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