+34.1%
MSCI vs FLR
+27.4%
+6.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.4% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | +15.4% | -9.1% | +24.5% | +16.0% |
| 3M | +13.4% | -4.7% | +18.1% | +13.4% |
| 6M | +10.9% | -14.2% | +25.1% | +11.5% |
| YTD | +13.0% | +17.3% | -4.3% | +9.5% |
| 1Y | +12.0% | +4.3% | +7.8% | +9.9% |
| 3Y | +34.1% | +30.7% | +3.4% | +20.2% |
| All | +34.1% | +27.4% | +6.7% | +20.2% |
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