+26.3%
M vs FLR
+7.1%
+19.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +5.0% | +5.1% | -0.1% | +4.1% |
| 30D | +10.6% | -0.5% | +11.1% | +10.6% |
| 3M | +1.6% | -3.5% | +5.1% | +2.0% |
| 6M | +30.8% | +16.5% | +14.4% | +26.1% |
| YTD | +16.9% | +27.3% | -10.4% | +8.0% |
| 1Y | +26.3% | +10.6% | +15.6% | +21.6% |
| All | +26.3% | +7.1% | +19.2% | +21.6% |
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