+46.3%
FE vs FLR
+93.7%
-47.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.8% | -1.5% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | +4.1% | -9.1% | +13.3% | +4.5% |
| 3M | -1.0% | -4.7% | +3.6% | -0.9% |
| 6M | +4.0% | -14.2% | +18.2% | +4.4% |
| YTD | +6.8% | +17.3% | -10.5% | +5.6% |
| 1Y | +5.3% | +4.3% | +1.0% | +4.6% |
| 3Y | +44.6% | +30.7% | +13.8% | +36.0% |
| All | +46.3% | +93.7% | -47.4% | +27.4% |
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