-26.6%
FLR vs USFR
+28.6%
-55.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.4% | +0.1% | +5.3% | +5.3% |
| 30D | +2.8% | +0.4% | +2.5% | +2.6% |
| 3M | -6.4% | +1.1% | -7.5% | -6.9% |
| 6M | +8.8% | +2.0% | +6.7% | +7.5% |
| YTD | +23.6% | +3.5% | +20.1% | +21.1% |
| 1Y | +13.8% | +4.1% | +9.7% | +11.1% |
| 3Y | +36.5% | +14.4% | +22.1% | +25.7% |
| 5Y | +119.3% | +21.4% | +97.9% | +94.5% |
| 10Y | +8.0% | +28.6% | -20.6% | -6.6% |
| All | -26.6% | +28.6% | -55.2% | -37.9% |
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