+35.4%
FLR vs MKTX
-8.5%
+43.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | +11.4% | +1.1% | +10.3% | +11.3% |
| 3M | +11.4% | +36.1% | -24.7% | +11.9% |
| 6M | +16.6% | -12.9% | +29.5% | +12.4% |
| YTD | +41.7% | -8.5% | +50.2% | +36.2% |
| 1Y | +35.4% | -7.5% | +43.0% | +28.0% |
| All | +35.4% | -8.5% | +43.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling