+55.7%
FLR vs USFR
+14.0%
+41.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | +4.9% | +0.3% | +4.7% | +5.8% |
| 3M | +10.8% | +1.0% | +9.8% | +12.8% |
| 6M | +19.7% | +1.9% | +17.7% | +21.0% |
| YTD | +38.4% | +2.7% | +35.7% | +37.8% |
| 1Y | +34.7% | +4.0% | +30.7% | +30.6% |
| All | +55.7% | +14.0% | +41.6% | +21.3% |
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 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