+7.0%
NET vs FLR
-4.0%
+11.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.5% | -2.8% | -6.1% |
| 7D | -21.2% | -5.4% | -15.8% | -19.3% |
| 30D | -31.1% | -13.5% | -17.6% | -27.2% |
| 3M | -16.5% | -10.8% | -5.7% | -14.2% |
| 6M | 0.0% | -15.1% | +15.1% | +4.8% |
| YTD | +24.0% | +13.5% | +10.5% | +15.2% |
| 1Y | +7.0% | -5.1% | +12.1% | +10.2% |
| All | +7.0% | -4.0% | +11.0% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling