-56.4%
FICO vs FLR
+2.5%
-58.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.5% |
| 30D | +1.7% | -5.9% | +7.6% | +1.5% |
| 3M | -33.0% | -7.6% | -25.4% | -33.2% |
| 6M | -33.9% | -9.3% | -24.6% | -33.5% |
| YTD | -58.5% | +20.1% | -78.7% | -59.7% |
| 1Y | -56.4% | +3.0% | -59.4% | -57.0% |
| All | -56.4% | +2.5% | -58.9% | -57.0% |
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