+49.0%
FE vs FLR
+242.2%
-193.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.5% |
| 7D | +1.9% | +5.4% | -3.5% | +1.7% |
| 30D | -1.2% | +11.4% | -12.5% | -1.6% |
| 3M | +3.5% | +11.4% | -7.9% | +2.9% |
| 6M | -6.1% | +16.6% | -22.7% | -6.9% |
| YTD | +7.6% | +41.7% | -34.1% | +5.6% |
| 1Y | +11.9% | +35.4% | -23.5% | +9.9% |
| 3Y | +48.4% | +57.3% | -8.9% | +39.0% |
| All | +49.0% | +242.2% | -193.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling