+121.0%
FE vs FLR
+8.6%
+112.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -0.3% | +10.1% | -10.4% | -0.7% |
| 30D | +3.9% | -0.5% | +4.3% | +3.8% |
| 3M | -0.1% | -4.8% | +4.7% | 0.0% |
| 6M | +6.1% | +10.7% | -4.6% | +5.3% |
| YTD | +8.1% | +25.0% | -16.9% | +6.3% |
| 1Y | +4.4% | +8.3% | -3.9% | +3.4% |
| 3Y | +49.0% | +36.8% | +12.2% | +43.6% |
| 5Y | +46.1% | +121.8% | -75.6% | +36.0% |
| All | +121.0% | +8.6% | +112.5% | +100.4% |
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