+1,927.9%
O vs FLR
+513.8%
+1,414.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.5% |
| 7D | -0.4% | +5.4% | -5.8% | -1.4% |
| 30D | +7.1% | +2.8% | +4.3% | +6.2% |
| 3M | -5.2% | -6.4% | +1.2% | -4.5% |
| 6M | -1.8% | +8.8% | -10.5% | -5.0% |
| YTD | +9.1% | +23.6% | -14.5% | +1.7% |
| 1Y | +9.7% | +13.8% | -4.1% | +3.8% |
| 3Y | +39.1% | +36.5% | +2.7% | +19.6% |
| 5Y | +8.4% | +119.3% | -111.0% | -19.4% |
| 10Y | +80.2% | +8.0% | +72.2% | +25.0% |
| All | +1,927.9% | +513.8% | +1,414.0% | +923.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling