+130.7%
FIX vs FLR
+36.1%
+94.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +1.9% |
| 7D | +6.1% | +0.7% | +5.4% | +5.6% |
| 30D | -2.7% | -0.7% | -2.0% | -2.6% |
| 3M | -10.9% | +14.3% | -25.3% | -18.8% |
| 6M | +29.0% | +25.6% | +3.4% | +7.7% |
| YTD | +76.9% | +42.9% | +34.0% | +33.5% |
| 1Y | +130.7% | +38.7% | +92.0% | +81.6% |
| All | +130.7% | +36.1% | +94.6% | +81.6% |
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