+539.5%
FICO vs FLR
+9.0%
+530.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +4.0% | +6.3% | -2.4% | +2.8% |
| 30D | -1.5% | +1.8% | -3.3% | -2.1% |
| 3M | -29.8% | -4.4% | -25.4% | -29.5% |
| 6M | -33.3% | +15.9% | -49.1% | -36.1% |
| YTD | -56.9% | +27.7% | -84.6% | -59.9% |
| 1Y | -59.5% | +11.6% | -71.1% | -61.4% |
| 3Y | -26.9% | +39.9% | -66.7% | -36.0% |
| 5Y | +92.9% | +127.5% | -34.6% | +50.3% |
| 10Y | +539.5% | +11.6% | +527.9% | +340.2% |
| All | +539.5% | +9.0% | +530.5% | +340.2% |
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 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