+8.4%
FLR vs COO
+38.3%
-30.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +5.1% | +4.5% | +0.6% | +2.9% |
| 30D | -0.5% | +16.9% | -17.4% | -7.9% |
| 3M | -3.5% | -16.7% | +13.2% | +3.8% |
| 6M | +16.5% | +5.9% | +10.5% | +9.3% |
| YTD | +27.3% | -22.4% | +49.7% | +40.4% |
| 1Y | +10.6% | -10.1% | +20.7% | +12.5% |
| 3Y | +39.4% | -22.8% | +62.2% | +44.2% |
| 5Y | +126.4% | -41.4% | +167.8% | +167.4% |
| 10Y | +8.4% | +41.3% | -32.9% | -6.0% |
| All | +8.4% | +38.3% | -30.0% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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