+50.9%
O vs FLR
+18.3%
+32.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -3.5% | -6.9% | +3.4% | -2.7% |
| 30D | -3.3% | +1.1% | -4.5% | -3.5% |
| 3M | -2.8% | +14.3% | -17.2% | -5.0% |
| 6M | -5.8% | +19.1% | -24.9% | -8.9% |
| YTD | +9.4% | +35.1% | -25.7% | +3.7% |
| 1Y | +5.7% | +29.5% | -23.8% | +0.4% |
| 3Y | +27.2% | +53.0% | -25.8% | +13.5% |
| 5Y | +17.2% | +238.9% | -221.7% | -10.2% |
| All | +50.9% | +18.3% | +32.6% | -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 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