-79.1%
FIG vs FLR
+0.6%
-79.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.0% | -4.3% |
| 7D | -16.3% | +5.4% | -21.7% | -16.5% |
| 30D | -14.3% | +11.4% | -25.7% | -15.0% |
| 3M | +7.2% | +11.4% | -4.3% | +5.9% |
| 6M | -18.6% | +16.6% | -35.3% | -21.6% |
| YTD | -35.5% | +41.7% | -77.2% | -41.0% |
| 1Y | -55.8% | +35.4% | -91.2% | -58.7% |
| All | -79.1% | +0.6% | -79.8% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling