+3.0%
FLR vs EXEL
+320.7%
-317.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | +2.8% | +13.1% | -10.3% | -0.2% |
| 3M | -6.4% | +36.3% | -42.7% | -13.4% |
| 6M | +8.8% | +34.5% | -25.8% | +0.7% |
| YTD | +23.6% | +57.4% | -33.8% | +9.4% |
| 1Y | +13.8% | +62.9% | -49.1% | -0.3% |
| 3Y | +36.5% | +229.5% | -193.0% | -5.2% |
| 5Y | +119.3% | +281.2% | -161.9% | +41.4% |
| All | +3.0% | +320.7% | -317.8% | -36.6% |
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