+15.4%
FLR vs FDS
+66.9%
-51.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.5% | -0.1% |
| 7D | -6.9% | -16.0% | +9.1% | -0.4% |
| 30D | +1.1% | -6.7% | +7.9% | +3.5% |
| 3M | +14.3% | +6.0% | +8.4% | +8.9% |
| 6M | +19.1% | +25.1% | -6.0% | +2.4% |
| YTD | +35.1% | -8.1% | +43.3% | +34.0% |
| 1Y | +29.5% | -26.0% | +55.5% | +42.1% |
| 3Y | +53.0% | -36.4% | +89.4% | +79.6% |
| 5Y | +238.9% | -27.7% | +266.7% | +253.8% |
| All | +15.4% | +66.9% | -51.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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