+53.9%
FLR vs MKTX
-25.3%
+79.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +4.2% | +0.7% | +3.4% | +4.2% |
| 3M | +8.1% | +40.8% | -32.7% | +7.6% |
| 6M | +21.5% | -8.0% | +29.5% | +20.9% |
| YTD | +36.8% | -8.7% | +45.5% | +36.0% |
| 1Y | +31.2% | -11.8% | +43.0% | +30.7% |
| 3Y | +53.9% | -24.0% | +77.9% | +49.9% |
| All | +53.9% | -25.3% | +79.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling