+144.6%
IEFA vs FLR
+19.7%
+124.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.9% |
| 7D | -1.6% | -3.5% | +1.9% | -1.1% |
| 30D | -1.5% | +4.2% | -5.7% | -2.1% |
| 3M | +3.4% | +8.1% | -4.7% | +2.0% |
| 6M | +9.5% | +21.5% | -12.0% | +6.0% |
| YTD | +13.0% | +36.8% | -23.7% | +7.7% |
| 1Y | +18.0% | +31.2% | -13.2% | +12.7% |
| 3Y | +65.4% | +53.9% | +11.5% | +51.1% |
| 5Y | +51.6% | +243.0% | -191.5% | +24.1% |
| All | +144.6% | +19.7% | +124.8% | +111.3% |
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