-57.0%
FIG vs FLR
+8.5%
-65.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | +2.6% | +10.1% | -7.5% | +3.0% |
| 30D | -13.1% | -0.5% | -12.6% | -13.1% |
| 3M | -20.3% | -4.8% | -15.5% | -20.6% |
| 6M | -2.1% | +10.7% | -12.8% | -3.4% |
| YTD | -49.4% | +25.0% | -74.3% | -54.6% |
| 1Y | -57.0% | +8.3% | -65.3% | -56.6% |
| All | -57.0% | +8.5% | -65.5% | -56.6% |
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 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