+451.9%
FLR vs DTE
+1,133.5%
-681.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.2% |
| 7D | +0.7% | +0.9% | -0.2% | 0.0% |
| 30D | -0.7% | -1.9% | +1.2% | +0.7% |
| 3M | +14.3% | -3.3% | +17.7% | +16.6% |
| 6M | +25.6% | -7.1% | +32.7% | +31.3% |
| YTD | +42.9% | +8.1% | +34.8% | +33.1% |
| 1Y | +38.7% | +5.3% | +33.5% | +31.7% |
| 3Y | +61.8% | +48.2% | +13.6% | +15.1% |
| 5Y | +254.1% | +33.2% | +220.9% | +165.5% |
| 10Y | +20.0% | +137.5% | -117.5% | -43.1% |
| All | +451.9% | +1,133.5% | -681.6% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling