+35.4%
FLR vs USFR
+4.0%
+31.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -1.8% |
| 7D | +5.4% | +0.1% | +5.4% | +7.1% |
| 30D | +11.4% | +0.3% | +11.1% | +21.3% |
| 3M | +11.4% | +1.0% | +10.4% | +40.8% |
| 6M | +16.6% | +1.9% | +14.7% | +60.6% |
| YTD | +41.7% | +2.6% | +39.1% | +90.8% |
| 1Y | +35.4% | +4.0% | +31.4% | +78.3% |
| All | +35.4% | +4.0% | +31.4% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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