+6.9%
FPS vs FLR
+20.8%
-13.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.0% |
| 7D | +5.3% | -3.1% | +8.5% | +7.5% |
| 30D | -17.6% | +4.9% | -22.5% | -20.5% |
| 3M | -45.8% | +10.8% | -56.6% | -49.6% |
| 6M | -10.1% | +19.7% | -29.8% | -23.1% |
| All | +6.9% | +20.8% | -13.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling