+63,003.9%
FIX vs FLR
+603.8%
+62,400.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.7% |
| 7D | +6.0% | +5.4% | +0.6% | +4.2% |
| 30D | -7.2% | +11.4% | -18.6% | -11.0% |
| 3M | -15.9% | +11.4% | -27.3% | -18.9% |
| 6M | +12.7% | +16.6% | -3.9% | +6.9% |
| YTD | +72.8% | +41.7% | +31.1% | +54.1% |
| 1Y | +122.9% | +35.4% | +87.5% | +102.0% |
| 3Y | +774.3% | +57.3% | +717.0% | +648.2% |
| 5Y | +2,049.5% | +241.0% | +1,808.5% | +1,325.4% |
| 10Y | +5,821.5% | +16.6% | +5,804.8% | +4,373.8% |
| All | +63,003.9% | +603.8% | +62,400.1% | +29,649.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling