+433.8%
MAR vs FLR
+19.7%
+414.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -0.5% | -3.5% | +2.9% | +0.2% |
| 30D | -5.4% | +4.2% | -9.6% | -6.5% |
| 3M | -15.5% | +8.1% | -23.6% | -17.9% |
| 6M | +3.0% | +21.5% | -18.6% | -3.6% |
| YTD | +8.5% | +36.8% | -28.2% | -1.7% |
| 1Y | +26.0% | +31.2% | -5.3% | +14.6% |
| 3Y | +68.6% | +53.9% | +14.7% | +41.5% |
| 5Y | +157.4% | +243.0% | -85.7% | +72.7% |
| All | +433.8% | +19.7% | +414.1% | +266.6% |
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 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