+61.8%
FLR vs FDS
-30.4%
+92.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.9% |
| 7D | +0.7% | -5.4% | +6.0% | +0.7% |
| 30D | -0.7% | +1.6% | -2.2% | -0.7% |
| 3M | +14.3% | +17.7% | -3.4% | +14.0% |
| 6M | +25.6% | +29.1% | -3.5% | +23.5% |
| YTD | +42.9% | +1.0% | +41.9% | +47.7% |
| 1Y | +38.7% | -21.6% | +60.4% | +55.3% |
| 3Y | +61.8% | -30.1% | +91.9% | +85.2% |
| All | +61.8% | -30.4% | +92.2% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling