-2.1%
FIG vs FLR
+14.6%
-16.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.7% |
| 7D | +2.6% | +10.1% | -7.5% | +4.8% |
| 30D | -13.1% | -0.5% | -12.6% | -13.4% |
| 3M | -20.3% | -4.8% | -15.5% | -21.6% |
| 6M | -2.1% | +10.7% | -12.8% | +7.2% |
| All | -2.1% | +14.6% | -16.7% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling