+387.4%
FLEX vs FLR
+603.8%
-216.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.4% |
| 7D | -0.9% | +5.4% | -6.3% | -3.1% |
| 30D | -10.1% | +11.4% | -21.5% | -14.9% |
| 3M | -31.3% | +11.4% | -42.8% | -34.5% |
| 6M | +71.3% | +16.6% | +54.6% | +59.3% |
| YTD | +81.2% | +41.7% | +39.5% | +55.4% |
| 1Y | +98.5% | +35.4% | +63.1% | +72.9% |
| 3Y | +428.2% | +57.3% | +370.9% | +311.7% |
| 5Y | +657.3% | +241.0% | +416.3% | +306.4% |
| 10Y | +995.9% | +16.6% | +979.3% | +560.3% |
| All | +387.4% | +603.8% | -216.4% | +22.9% |
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