-3.5%
IR vs FLR
+31.2%
-34.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | -2.8% | +5.4% | -8.3% | -3.8% |
| 30D | -15.1% | +11.4% | -26.5% | -17.2% |
| 3M | +6.1% | +11.4% | -5.3% | +3.0% |
| 6M | -16.8% | +16.6% | -33.4% | -20.9% |
| YTD | -3.5% | +41.7% | -45.3% | -12.3% |
| 1Y | -3.5% | +35.4% | -38.9% | -13.1% |
| All | -3.5% | +31.2% | -34.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling