-42.9%
FPS vs FLR
+17.6%
-60.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | +0.4% | +14.0% | +14.0% |
| 7D | +9.5% | +6.3% | +3.2% | +4.0% |
| 30D | -33.8% | +1.8% | -35.6% | -33.8% |
| 3M | -34.9% | -4.4% | -30.5% | -32.0% |
| 6M | -42.9% | +15.9% | -58.7% | -48.4% |
| All | -42.9% | +17.6% | -60.4% | -48.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling