+44.6%
FE vs FLR
+27.4%
+17.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.8% | -1.4% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | +4.1% | -9.1% | +13.3% | +4.1% |
| 3M | -1.0% | -4.7% | +3.6% | -0.9% |
| 6M | +4.0% | -14.2% | +18.2% | +4.0% |
| YTD | +6.8% | +17.3% | -10.5% | +7.4% |
| 1Y | +5.3% | +4.3% | +1.0% | +5.7% |
| 3Y | +44.6% | +30.7% | +13.8% | +36.6% |
| All | +44.6% | +27.4% | +17.1% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling