+142.8%
FLEU vs SPY
+239.5%
-96.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.8% |
| 30D | -1.5% | -0.9% | -0.5% | -0.9% |
| 3M | +5.5% | +3.9% | +1.6% | +3.1% |
| 6M | +12.8% | +14.5% | -1.7% | +4.0% |
| YTD | +11.4% | +12.9% | -1.5% | +3.6% |
| 1Y | +19.0% | +19.4% | -0.3% | +7.1% |
| 3Y | +76.1% | +78.5% | -2.4% | +24.8% |
| 5Y | +76.2% | +81.8% | -5.5% | +22.6% |
| All | +142.8% | +239.5% | -96.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling