+948.1%
FIX vs FLR
+93.7%
+854.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.3% | +2.1% | +3.8% |
| 7D | -17.5% | -0.8% | -16.6% | -16.8% |
| 30D | -41.6% | -9.1% | -32.5% | -38.3% |
| 3M | -40.6% | -4.7% | -35.9% | -39.6% |
| 6M | -49.4% | -14.2% | -35.1% | -46.0% |
| YTD | +9.2% | +17.3% | -8.1% | +0.5% |
| 1Y | +6.5% | +4.3% | +2.2% | +3.7% |
| 3Y | +448.7% | +30.7% | +418.0% | +376.1% |
| All | +948.1% | +93.7% | +854.4% | +660.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling