+707.9%
P vs FLR
+17.5%
+690.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.3% | -2.0% | +3.8% |
| 7D | -9.6% | +8.5% | -18.1% | -11.5% |
| 30D | -33.4% | -0.7% | -32.7% | -32.9% |
| 3M | +14.2% | -11.7% | +25.9% | +18.4% |
| 6M | +31.6% | +16.2% | +15.4% | +25.3% |
| YTD | +53.5% | +27.0% | +26.5% | +41.4% |
| 1Y | +14.2% | +10.1% | +4.1% | +9.4% |
| 3Y | +190.5% | +46.2% | +144.3% | +152.3% |
| 5Y | +256.3% | +121.4% | +134.9% | +169.7% |
| 10Y | +707.9% | +11.0% | +696.9% | +468.9% |
| All | +707.9% | +17.5% | +690.4% | +468.9% |
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