+2,045.8%
IT vs FLR
+603.8%
+1,442.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.1% |
| 7D | -6.0% | +5.4% | -11.5% | -7.2% |
| 30D | 0.0% | +11.4% | -11.4% | -3.2% |
| 3M | +13.1% | +11.4% | +1.7% | +8.1% |
| 6M | +11.7% | +16.6% | -4.9% | +4.0% |
| YTD | -26.1% | +41.7% | -67.8% | -34.7% |
| 1Y | -21.3% | +35.4% | -56.7% | -30.0% |
| 3Y | -46.7% | +57.3% | -104.1% | -57.0% |
| 5Y | -40.5% | +241.0% | -281.5% | -62.3% |
| 10Y | +103.9% | +16.6% | +87.2% | +36.7% |
| All | +2,045.8% | +603.8% | +1,442.0% | +724.7% |
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