+451.9%
FLR vs EXEL
+293.9%
+158.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +0.7% | +1.4% | -0.7% | +0.4% |
| 30D | -0.7% | +6.7% | -7.3% | -1.8% |
| 3M | +14.3% | +11.5% | +2.9% | +12.1% |
| 6M | +25.6% | +38.8% | -13.2% | +18.0% |
| YTD | +42.9% | +31.6% | +11.3% | +35.3% |
| 1Y | +38.7% | +53.0% | -14.3% | +27.4% |
| 3Y | +61.8% | +160.8% | -99.1% | +31.8% |
| 5Y | +254.1% | +190.1% | +64.0% | +178.5% |
| 10Y | +20.0% | +367.0% | -346.9% | -18.5% |
| All | +451.9% | +293.9% | +158.0% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling