-6.1%
M vs FLR
+17.1%
-23.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -3.2% |
| 7D | -4.1% | -3.1% | -0.9% | -3.1% |
| 30D | -13.6% | +4.9% | -18.6% | -15.0% |
| 3M | -2.3% | +10.8% | -13.1% | -6.6% |
| 6M | +21.9% | +19.7% | +2.2% | +12.5% |
| YTD | -0.6% | +38.4% | -38.9% | -13.0% |
| 1Y | +29.7% | +34.7% | -5.0% | +13.9% |
| 3Y | +107.3% | +56.7% | +50.6% | +64.9% |
| 5Y | +20.5% | +241.6% | -221.1% | -27.0% |
| 10Y | -6.1% | +20.2% | -26.3% | -36.2% |
| All | -6.1% | +17.1% | -23.2% | -36.2% |
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