+100.0%
IT vs FLR
+19.7%
+80.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.0% | +5.1% |
| 7D | -3.7% | -3.5% | -0.2% | -3.1% |
| 30D | +0.1% | +4.2% | -4.1% | -0.7% |
| 3M | +20.7% | +8.1% | +12.6% | +17.8% |
| 6M | +12.0% | +21.5% | -9.6% | +5.8% |
| YTD | -28.8% | +36.8% | -65.6% | -34.4% |
| 1Y | -25.5% | +31.2% | -56.7% | -31.0% |
| 3Y | -48.8% | +53.9% | -102.6% | -55.8% |
| 5Y | -42.7% | +243.0% | -285.8% | -58.5% |
| All | +100.0% | +19.7% | +80.2% | +34.1% |
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 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