+377.4%
FLR vs EXEL
+371.3%
+6.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +5.4% | -0.8% | +6.2% | +5.6% |
| 30D | +2.8% | +13.1% | -10.3% | +0.6% |
| 3M | -6.4% | +36.3% | -42.7% | -11.5% |
| 6M | +8.8% | +34.5% | -25.8% | +3.0% |
| YTD | +23.6% | +57.4% | -33.8% | +13.3% |
| 1Y | +13.8% | +62.9% | -49.1% | +3.6% |
| 3Y | +36.5% | +229.5% | -193.0% | +6.8% |
| 5Y | +119.3% | +281.2% | -161.9% | +64.4% |
| 10Y | +8.0% | +320.7% | -312.8% | -24.8% |
| All | +377.4% | +371.3% | +6.1% | +103.3% |
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