+494.2%
FIX vs FLR
+35.7%
+458.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | +9.4% | +5.4% | +4.1% | +6.1% |
| 30D | -27.8% | +2.8% | -30.6% | -28.4% |
| 3M | -35.6% | -6.4% | -29.1% | -32.6% |
| 6M | -45.2% | +8.8% | -54.0% | -48.1% |
| YTD | +19.5% | +23.6% | -4.1% | +3.6% |
| 1Y | +24.2% | +13.8% | +10.4% | +13.2% |
| 3Y | +494.2% | +36.5% | +457.7% | +336.5% |
| All | +494.2% | +35.7% | +458.5% | +336.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling