+67.0%
MAR vs FLR
+56.0%
+11.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.4% |
| 7D | -0.5% | -3.1% | +2.6% | +0.1% |
| 30D | -4.7% | +4.9% | -9.6% | -5.7% |
| 3M | -15.6% | +10.8% | -26.4% | -18.0% |
| 6M | +1.2% | +19.7% | -18.5% | -4.2% |
| YTD | +7.5% | +38.4% | -30.9% | -2.0% |
| 1Y | +26.6% | +34.7% | -8.1% | +15.2% |
| All | +67.0% | +56.0% | +11.0% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling