+37.2%
M vs FLR
+2.5%
+34.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.8% | +8.4% | +7.8% |
| 7D | +8.3% | +1.4% | +6.9% | +8.0% |
| 30D | +14.2% | -5.9% | +20.1% | +15.3% |
| 3M | -1.1% | -7.6% | +6.5% | 0.0% |
| 6M | +36.6% | -9.3% | +45.9% | +37.6% |
| YTD | +19.8% | +20.1% | -0.3% | +10.4% |
| 1Y | +37.2% | +3.0% | +34.2% | +34.4% |
| All | +37.2% | +2.5% | +34.7% | +34.4% |
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 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