+447.4%
FLR vs FDS
+1,716.5%
-1,269.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -0.8% |
| 7D | +5.4% | -1.9% | +7.3% | +6.3% |
| 30D | +11.4% | +9.0% | +2.4% | +7.2% |
| 3M | +11.4% | +18.9% | -7.4% | +0.5% |
| 6M | +16.6% | +35.1% | -18.5% | -3.0% |
| YTD | +41.7% | +5.5% | +36.2% | +30.1% |
| 1Y | +35.4% | -16.8% | +52.2% | +36.7% |
| 3Y | +57.3% | -28.1% | +85.4% | +68.2% |
| 5Y | +241.0% | -17.4% | +258.4% | +234.1% |
| 10Y | +16.6% | +85.4% | -68.8% | -23.8% |
| All | +447.4% | +1,716.5% | -1,269.1% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling