-7.5%
IR vs FLR
+33.3%
-40.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.1% | -1.5% |
| 7D | -1.9% | -3.1% | +1.2% | -1.4% |
| 30D | -15.0% | +4.9% | -20.0% | -15.9% |
| 3M | -0.4% | +10.8% | -11.2% | -3.2% |
| 6M | -15.0% | +19.7% | -34.7% | -19.7% |
| YTD | -7.1% | +38.4% | -45.4% | -15.1% |
| 1Y | -7.5% | +34.7% | -42.2% | -17.1% |
| All | -7.5% | +33.3% | -40.9% | -17.1% |
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