+499.7%
FICO vs FLR
+11.0%
+488.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -0.9% | -0.8% | -0.1% | -0.9% |
| 30D | +3.3% | -9.1% | +12.5% | +4.7% |
| 3M | -31.7% | -4.7% | -27.1% | -31.6% |
| 6M | -34.0% | -14.2% | -19.7% | -33.5% |
| YTD | -58.3% | +17.3% | -75.6% | -60.7% |
| 1Y | -57.9% | +4.3% | -62.2% | -59.5% |
| 3Y | -24.1% | +30.7% | -54.8% | -32.8% |
| 5Y | +85.3% | +101.3% | -16.0% | +47.7% |
| All | +499.7% | +11.0% | +488.7% | +317.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling