-38.6%
FICO vs FLR
+31.2%
-69.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.9% |
| 7D | -19.2% | +5.4% | -24.6% | -18.8% |
| 30D | -14.6% | +11.4% | -26.0% | -13.6% |
| 3M | -20.1% | +11.4% | -31.5% | -18.6% |
| 6M | -36.3% | +16.6% | -53.0% | -35.4% |
| YTD | -44.9% | +41.7% | -86.6% | -44.7% |
| 1Y | -38.6% | +35.4% | -74.0% | -36.3% |
| All | -38.6% | +31.2% | -69.8% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling