+46.0%
FE vs FLR
+112.0%
-66.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.2% | +5.4% | -4.2% | +1.0% |
| 30D | +4.5% | +2.8% | +1.7% | +4.4% |
| 3M | +1.3% | -6.4% | +7.7% | +1.5% |
| 6M | +8.7% | +8.8% | -0.1% | +8.0% |
| YTD | +9.2% | +23.6% | -14.4% | +7.7% |
| 1Y | +7.0% | +13.8% | -6.8% | +5.9% |
| 3Y | +51.4% | +36.5% | +14.9% | +42.3% |
| All | +46.0% | +112.0% | -66.0% | +27.8% |
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 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