-51.7%
FIG vs FLR
+2.5%
-54.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.1% |
| 7D | -4.7% | +1.4% | -6.0% | -4.5% |
| 30D | +0.5% | -5.9% | +6.5% | +0.2% |
| 3M | -18.4% | -7.6% | -10.8% | -18.8% |
| 6M | +10.9% | -9.3% | +20.2% | +12.2% |
| YTD | -40.8% | +20.1% | -60.9% | -43.7% |
| 1Y | -51.7% | +3.0% | -54.7% | -51.7% |
| All | -51.7% | +2.5% | -54.2% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling