+726.2%
FLEX vs FLR
+248.0%
+478.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.1% |
| 7D | +7.0% | +0.7% | +6.3% | +6.7% |
| 30D | -5.8% | -0.7% | -5.1% | -5.7% |
| 3M | -24.2% | +14.3% | -38.6% | -28.3% |
| 6M | +90.8% | +25.6% | +65.2% | +73.1% |
| YTD | +89.2% | +42.9% | +46.3% | +63.4% |
| 1Y | +104.7% | +38.7% | +66.0% | +78.5% |
| 3Y | +478.1% | +61.8% | +416.3% | +356.0% |
| 5Y | +726.2% | +254.1% | +472.1% | +416.4% |
| All | +726.2% | +248.0% | +478.2% | +416.4% |
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