+109.2%
FE vs FLR
+18.9%
+90.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +0.6% | +0.7% | 0.0% | +0.6% |
| 30D | -2.1% | -0.7% | -1.5% | -2.2% |
| 3M | +2.6% | +14.3% | -11.7% | +1.8% |
| 6M | -6.8% | +25.6% | -32.4% | -8.1% |
| YTD | +6.9% | +42.9% | -36.0% | +4.6% |
| 1Y | +11.6% | +38.7% | -27.2% | +9.2% |
| 3Y | +47.7% | +61.8% | -14.1% | +41.3% |
| 5Y | +46.2% | +254.1% | -207.9% | +33.1% |
| 10Y | +109.2% | +20.0% | +89.1% | +88.9% |
| All | +109.2% | +18.9% | +90.3% | +88.9% |
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