+176.6%
P vs FLR
+27.4%
+149.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.0% |
| 7D | -23.8% | -0.8% | -23.0% | -23.1% |
| 30D | -36.6% | -9.1% | -27.5% | -33.3% |
| 3M | +10.9% | -4.7% | +15.5% | +12.0% |
| 6M | +30.0% | -14.2% | +44.2% | +36.2% |
| YTD | +44.4% | +17.3% | +27.1% | +29.5% |
| 1Y | +3.9% | +4.3% | -0.3% | -1.8% |
| 3Y | +176.6% | +30.7% | +145.8% | +125.9% |
| All | +176.6% | +27.4% | +149.1% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling