+254.1%
FLR vs RVTY
-32.1%
+286.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.5% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -0.7% | +10.8% | -11.5% | -3.6% |
| 3M | +14.3% | +26.8% | -12.4% | +6.3% |
| 6M | +25.6% | +39.3% | -13.7% | +12.8% |
| YTD | +42.9% | +31.6% | +11.3% | +30.2% |
| 1Y | +38.7% | +47.7% | -9.0% | +22.2% |
| 3Y | +61.8% | +19.9% | +41.8% | +47.3% |
| 5Y | +254.1% | -32.3% | +286.4% | +231.3% |
| All | +254.1% | -32.1% | +286.2% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling