+27.4%
M vs FLR
+8.4%
+19.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +7.0% | +5.4% | +1.6% | +6.1% |
| 30D | +8.9% | +2.8% | +6.1% | +8.3% |
| 3M | +4.5% | -6.4% | +10.9% | +5.5% |
| 6M | +36.2% | +8.8% | +27.4% | +33.0% |
| YTD | +15.1% | +23.6% | -8.5% | +7.9% |
| 1Y | +27.4% | +13.8% | +13.6% | +22.0% |
| All | +27.4% | +8.4% | +19.1% | +22.0% |
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