+384.0%
FE vs FLR
+603.8%
-219.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.3% |
| 7D | +1.9% | +5.4% | -3.5% | +1.3% |
| 30D | -1.2% | +11.4% | -12.5% | -2.6% |
| 3M | +3.5% | +11.4% | -7.9% | +1.7% |
| 6M | -6.1% | +16.6% | -22.7% | -8.6% |
| YTD | +7.6% | +41.7% | -34.1% | +2.1% |
| 1Y | +11.9% | +35.4% | -23.5% | +6.3% |
| 3Y | +48.4% | +57.3% | -8.9% | +34.0% |
| 5Y | +44.8% | +241.0% | -196.2% | +15.5% |
| 10Y | +115.9% | +16.6% | +99.2% | +81.0% |
| All | +384.0% | +603.8% | -219.8% | +206.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling