+217.2%
M vs FLR
+530.7%
-313.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +8.3% | -0.2% | +5.1% |
| 7D | +2.5% | +8.5% | -6.0% | -0.4% |
| 30D | +10.1% | -0.7% | +10.7% | +10.0% |
| 3M | -0.9% | -11.7% | +10.8% | +2.7% |
| 6M | +30.2% | +16.2% | +14.0% | +20.6% |
| YTD | +16.3% | +27.0% | -10.7% | +2.5% |
| 1Y | +27.0% | +10.1% | +16.9% | +17.6% |
| 3Y | +154.5% | +46.2% | +108.3% | +100.1% |
| 5Y | -1.1% | +121.4% | -122.5% | -35.4% |
| 10Y | +0.5% | +11.0% | -10.5% | -32.7% |
| All | +217.2% | +530.7% | -313.6% | -10.6% |
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 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