+652.8%
FLEX vs FLR
+11.0%
+641.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +2.2% | +6.3% | -4.1% | +0.5% |
| 30D | -32.6% | +1.8% | -34.5% | -32.5% |
| 3M | -35.5% | -4.4% | -31.1% | -34.0% |
| 6M | -45.6% | +15.9% | -61.4% | -47.8% |
| YTD | +30.7% | +27.7% | +3.0% | +20.6% |
| 1Y | +28.4% | +11.6% | +16.7% | +23.7% |
| 3Y | +301.7% | +39.9% | +261.8% | +248.0% |
| 5Y | +473.3% | +127.5% | +345.8% | +313.4% |
| All | +652.8% | +11.0% | +641.9% | +376.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling