-15.1%
FLR vs USFR
+27.6%
-42.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -0.7% | +0.3% | -1.0% | -0.8% |
| 3M | +14.3% | +1.0% | +13.4% | +13.7% |
| 6M | +25.6% | +1.9% | +23.7% | +24.2% |
| YTD | +42.9% | +2.7% | +40.2% | +40.6% |
| 1Y | +38.7% | +4.0% | +34.7% | +35.4% |
| 3Y | +61.8% | +14.0% | +47.7% | +49.1% |
| 5Y | +254.1% | +20.4% | +233.7% | +215.4% |
| 10Y | +20.0% | +28.1% | -8.0% | +4.0% |
| All | -15.1% | +27.6% | -42.7% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling