+2,105.4%
FIX vs FLR
+242.2%
+1,863.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +3.0% |
| 7D | +6.0% | +5.4% | +0.6% | +3.3% |
| 30D | -7.2% | +11.4% | -18.6% | -13.0% |
| 3M | -15.9% | +11.4% | -27.3% | -20.6% |
| 6M | +12.7% | +16.6% | -3.9% | +3.4% |
| YTD | +72.8% | +41.7% | +31.1% | +44.6% |
| 1Y | +122.9% | +35.4% | +87.5% | +90.7% |
| 3Y | +774.3% | +57.3% | +717.0% | +588.4% |
| All | +2,105.4% | +242.2% | +1,863.2% | +1,158.6% |
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 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