+101.7%
FICO vs FLR
+242.2%
-140.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.4% |
| 7D | -19.2% | +5.4% | -24.6% | -19.7% |
| 30D | -14.6% | +11.4% | -26.0% | -16.0% |
| 3M | -20.1% | +11.4% | -31.5% | -22.0% |
| 6M | -36.3% | +16.6% | -53.0% | -38.8% |
| YTD | -44.9% | +41.7% | -86.6% | -49.1% |
| 1Y | -38.6% | +35.4% | -74.0% | -43.2% |
| 3Y | +4.0% | +57.3% | -53.3% | -12.0% |
| All | +101.7% | +242.2% | -140.6% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling