+51.4%
FE vs FLR
+35.7%
+15.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.2% | +5.4% | -4.2% | +1.3% |
| 30D | +4.5% | +2.8% | +1.7% | +4.6% |
| 3M | +1.3% | -6.4% | +7.7% | +1.3% |
| 6M | +8.7% | +8.8% | -0.1% | +8.9% |
| YTD | +9.2% | +23.6% | -14.4% | +9.9% |
| 1Y | +7.0% | +13.8% | -6.8% | +7.5% |
| 3Y | +51.4% | +36.5% | +14.9% | +41.8% |
| All | +51.4% | +35.7% | +15.7% | +41.8% |
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 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