+16.8%
FLR vs DTE
+137.8%
-121.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.2% |
| 7D | -3.5% | -2.6% | -0.9% | -1.7% |
| 30D | +4.2% | -4.4% | +8.6% | +7.6% |
| 3M | +8.1% | -8.3% | +16.4% | +14.5% |
| 6M | +21.5% | -8.1% | +29.6% | +27.9% |
| YTD | +36.8% | +4.4% | +32.3% | +30.3% |
| 1Y | +31.2% | +0.2% | +31.0% | +28.8% |
| 3Y | +53.9% | +42.6% | +11.3% | +10.0% |
| 5Y | +243.0% | +31.5% | +211.6% | +152.9% |
| All | +16.8% | +137.8% | -121.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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