+14.5%
FIX vs FLR
+6.9%
+7.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +8.3% | +1.1% | +3.7% |
| 7D | -7.2% | +8.5% | -15.8% | -11.7% |
| 30D | -35.1% | -0.7% | -34.4% | -34.5% |
| 3M | -34.3% | -11.7% | -22.6% | -29.2% |
| 6M | -42.9% | +16.2% | -59.1% | -48.8% |
| YTD | +19.5% | +27.0% | -7.5% | -7.8% |
| All | +14.5% | +6.9% | +7.7% | +2.8% |
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