+212.3%
IEFA vs FLR
+12.3%
+200.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.6% |
| 7D | -0.5% | -3.1% | +2.7% | 0.0% |
| 30D | -1.1% | +4.9% | -6.0% | -1.9% |
| 3M | +5.1% | +10.8% | -5.7% | +3.0% |
| 6M | +9.3% | +19.7% | -10.4% | +5.5% |
| YTD | +13.0% | +38.4% | -25.4% | +6.7% |
| 1Y | +19.2% | +34.7% | -15.5% | +12.6% |
| 3Y | +67.0% | +56.7% | +10.3% | +49.9% |
| 5Y | +51.1% | +241.6% | -190.5% | +19.0% |
| 10Y | +146.5% | +20.2% | +126.3% | +115.9% |
| All | +212.3% | +12.3% | +200.0% | +178.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling