+238.7%
FLEX vs FLR
+532.1%
-293.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -13.6% | +5.1% | -18.7% | -14.9% |
| 30D | -36.5% | -0.5% | -36.0% | -35.8% |
| 3M | -36.4% | -3.5% | -33.0% | -34.9% |
| 6M | -46.5% | +16.5% | -62.9% | -49.3% |
| YTD | +25.9% | +27.3% | -1.3% | +13.9% |
| 1Y | +19.6% | +10.6% | +8.9% | +14.3% |
| 3Y | +287.0% | +39.4% | +247.6% | +221.0% |
| 5Y | +466.6% | +126.4% | +340.2% | +266.8% |
| 10Y | +626.9% | +8.4% | +618.6% | +359.1% |
| All | +238.7% | +532.1% | -293.4% | -9.9% |
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