+195.5%
FLR vs MKTX
+1,443.5%
-1,248.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -6.9% | -0.2% | -6.7% | -6.8% |
| 30D | +1.1% | +0.8% | +0.3% | +0.9% |
| 3M | +14.3% | +41.1% | -26.8% | +3.8% |
| 6M | +19.1% | -9.5% | +28.7% | +20.5% |
| YTD | +35.1% | -8.7% | +43.8% | +36.1% |
| 1Y | +29.5% | -10.0% | +39.4% | +30.4% |
| 3Y | +53.0% | -24.6% | +77.6% | +55.6% |
| 5Y | +238.9% | -60.3% | +299.2% | +296.8% |
| 10Y | +17.4% | +5.0% | +12.4% | -5.4% |
| All | +195.5% | +1,443.5% | -1,248.0% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling