+16.8%
FLR vs EFV
+169.9%
-153.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | -0.3% |
| 7D | -3.5% | -0.8% | -2.7% | -2.3% |
| 30D | +4.2% | +0.6% | +3.5% | +3.2% |
| 3M | +8.1% | +7.5% | +0.5% | -2.5% |
| 6M | +21.5% | +13.0% | +8.5% | +2.3% |
| YTD | +36.8% | +18.3% | +18.5% | +8.0% |
| 1Y | +31.2% | +26.7% | +4.5% | -6.2% |
| 3Y | +53.9% | +89.6% | -35.7% | -39.3% |
| 5Y | +243.0% | +98.2% | +144.8% | +25.8% |
| All | +16.8% | +169.9% | -153.1% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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