+8.9%
MSCI vs FLR
+56.7%
-47.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +0.4% | +5.4% | -5.0% | 0.0% |
| 30D | +0.6% | +11.4% | -10.8% | -0.3% |
| 3M | -7.1% | +11.4% | -18.5% | -8.2% |
| 6M | +0.8% | +16.6% | -15.8% | -1.3% |
| YTD | +1.0% | +41.7% | -40.7% | -3.6% |
| 1Y | +4.3% | +35.4% | -31.1% | -0.1% |
| All | +8.9% | +56.7% | -47.8% | -8.4% |
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