+16.8%
FLR vs EXEL
+375.2%
-358.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.7% |
| 7D | -3.5% | -4.9% | +1.4% | -2.4% |
| 30D | +4.2% | +11.4% | -7.2% | +1.6% |
| 3M | +8.1% | +4.9% | +3.2% | +6.7% |
| 6M | +21.5% | +34.4% | -12.9% | +12.9% |
| YTD | +36.8% | +28.0% | +8.7% | +28.2% |
| 1Y | +31.2% | +43.6% | -12.4% | +19.1% |
| 3Y | +53.9% | +155.2% | -101.3% | +16.9% |
| 5Y | +243.0% | +181.2% | +61.9% | +147.2% |
| All | +16.8% | +375.2% | -358.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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