+41.0%
FLR vs FDS
-22.8%
+63.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.4% | +0.4% |
| 7D | +6.3% | -2.1% | +8.5% | +6.3% |
| 30D | +1.8% | +16.0% | -14.2% | +1.8% |
| 3M | -4.4% | +18.8% | -23.2% | -4.4% |
| 6M | +15.9% | +54.1% | -38.2% | +14.3% |
| YTD | +27.7% | +17.0% | +10.7% | +32.1% |
| 1Y | +11.6% | +25.5% | -13.9% | +13.2% |
| All | +41.0% | -22.8% | +63.8% | +62.4% |
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