+3.1%
FICO vs FLR
+56.7%
-53.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.5% |
| 7D | -19.2% | +5.4% | -24.6% | -19.5% |
| 30D | -14.6% | +11.4% | -26.0% | -15.5% |
| 3M | -20.1% | +11.4% | -31.5% | -21.2% |
| 6M | -36.3% | +16.6% | -53.0% | -38.1% |
| YTD | -44.9% | +41.7% | -86.6% | -48.2% |
| 1Y | -38.6% | +35.4% | -74.0% | -42.3% |
| All | +3.1% | +56.7% | -53.6% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling