+190.5%
M vs FLR
+603.8%
-413.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.4% |
| 7D | +4.7% | +5.4% | -0.7% | +2.7% |
| 30D | -9.6% | +11.4% | -21.0% | -13.9% |
| 3M | +0.9% | +11.4% | -10.6% | -4.5% |
| 6M | +22.3% | +16.6% | +5.6% | +12.4% |
| YTD | +6.5% | +41.7% | -35.2% | -9.3% |
| 1Y | +38.8% | +35.4% | +3.3% | +19.3% |
| 3Y | +115.9% | +57.3% | +58.6% | +65.8% |
| 5Y | +28.6% | +241.0% | -212.4% | -28.4% |
| 10Y | -2.5% | +16.6% | -19.2% | -35.9% |
| All | +190.5% | +603.8% | -413.3% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling