+531.6%
FICO vs FLR
+17.5%
+514.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +1.3% |
| 7D | -0.1% | +8.5% | -8.6% | -1.5% |
| 30D | +8.4% | -0.7% | +9.1% | +8.2% |
| 3M | -30.5% | -11.7% | -18.8% | -29.3% |
| 6M | -35.7% | +16.2% | -51.9% | -38.5% |
| YTD | -57.2% | +27.0% | -84.2% | -60.2% |
| 1Y | -58.4% | +10.1% | -68.5% | -60.3% |
| 3Y | -24.8% | +46.2% | -71.0% | -34.8% |
| 5Y | +79.3% | +121.4% | -42.2% | +40.4% |
| 10Y | +531.6% | +11.0% | +520.7% | +336.1% |
| All | +531.6% | +17.5% | +514.2% | +336.1% |
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