-8.1%
M vs FLR
+7.4%
-15.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.9% |
| 7D | +7.0% | +5.4% | +1.6% | +5.3% |
| 30D | +8.9% | +2.8% | +6.1% | +7.7% |
| 3M | +4.5% | -6.4% | +10.9% | +6.1% |
| 6M | +36.2% | +8.8% | +27.4% | +30.1% |
| YTD | +15.1% | +23.6% | -8.5% | +3.9% |
| 1Y | +27.4% | +13.8% | +13.6% | +17.9% |
| 3Y | +160.1% | +36.5% | +123.7% | +115.4% |
| 5Y | -1.6% | +119.3% | -120.9% | -31.8% |
| All | -8.1% | +7.4% | -15.5% | -35.2% |
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