+36.5%
FLR vs USFR
+14.4%
+22.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -0.9% |
| 7D | +5.4% | +0.1% | +5.3% | +5.9% |
| 30D | +2.8% | +0.4% | +2.5% | +5.8% |
| 3M | -6.4% | +1.1% | -7.5% | +1.5% |
| 6M | +8.8% | +2.0% | +6.7% | +24.0% |
| YTD | +23.6% | +3.5% | +20.1% | +42.6% |
| 1Y | +13.8% | +4.1% | +9.7% | +31.3% |
| 3Y | +36.5% | +14.4% | +22.1% | +117.9% |
| All | +36.5% | +14.4% | +22.1% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling