+238.9%
FLR vs USFR
+20.4%
+218.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.2% |
| 7D | -6.9% | +0.1% | -6.9% | -6.5% |
| 30D | +1.1% | +0.3% | +0.8% | +2.6% |
| 3M | +14.3% | +1.0% | +13.4% | +19.0% |
| 6M | +19.1% | +1.9% | +17.2% | +27.6% |
| YTD | +35.1% | +2.7% | +32.5% | +47.3% |
| 1Y | +29.5% | +4.0% | +25.5% | +45.8% |
| 3Y | +53.0% | +14.1% | +38.9% | +126.9% |
| 5Y | +238.9% | +20.5% | +218.4% | +528.8% |
| All | +238.9% | +20.4% | +218.5% | +528.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling