+11.6%
FE vs FLR
+36.1%
-24.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | +2.6% | +14.3% | -11.7% | +2.8% |
| 6M | -6.8% | +25.6% | -32.4% | -6.4% |
| YTD | +6.9% | +42.9% | -36.0% | +7.7% |
| 1Y | +11.6% | +38.7% | -27.2% | +14.8% |
| All | +11.6% | +36.1% | -24.6% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling