-79.9%
FIG vs FLR
-2.9%
-77.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.7% |
| 7D | -3.8% | -3.5% | -0.3% | -3.7% |
| 30D | -2.3% | +4.2% | -6.5% | -2.5% |
| 3M | +20.0% | +8.1% | +11.9% | +18.7% |
| 6M | -16.7% | +21.5% | -38.2% | -21.6% |
| YTD | -37.9% | +36.8% | -74.7% | -43.2% |
| 1Y | -58.5% | +31.2% | -89.7% | -61.2% |
| All | -79.9% | -2.9% | -77.0% | -81.0% |
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