+715.0%
P vs FLR
+18.9%
+696.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +7.8% | +0.7% | +7.2% | +7.6% |
| 30D | +12.3% | -0.7% | +13.0% | +12.0% |
| 3M | +37.1% | +14.3% | +22.8% | +30.8% |
| 6M | +66.1% | +25.6% | +40.5% | +52.8% |
| YTD | +50.9% | +42.9% | +8.1% | +33.8% |
| 1Y | +27.2% | +38.7% | -11.5% | +13.3% |
| 3Y | +158.7% | +61.8% | +96.9% | +116.9% |
| 5Y | +291.1% | +254.1% | +37.0% | +159.3% |
| 10Y | +715.0% | +20.0% | +694.9% | +451.5% |
| All | +715.0% | +18.9% | +696.1% | +451.5% |
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