+55.7%
FLR vs EXEL
+164.8%
-109.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | +4.9% | +10.1% | -5.2% | +3.6% |
| 3M | +10.8% | +10.1% | +0.7% | +9.4% |
| 6M | +19.7% | +37.7% | -18.0% | +15.0% |
| YTD | +38.4% | +33.1% | +5.3% | +33.4% |
| 1Y | +34.7% | +52.4% | -17.7% | +27.7% |
| All | +55.7% | +164.8% | -109.1% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling