+485.4%
P vs FLR
+39.0%
+446.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | +6.5% | +5.4% | +1.1% | +4.9% |
| 30D | +18.8% | +11.4% | +7.4% | +14.0% |
| 3M | +26.7% | +11.4% | +15.3% | +21.9% |
| 6M | +62.2% | +16.6% | +45.5% | +52.3% |
| YTD | +48.5% | +41.7% | +6.8% | +31.9% |
| 1Y | +26.4% | +35.4% | -9.0% | +13.2% |
| 3Y | +159.4% | +57.3% | +102.1% | +118.8% |
| 5Y | +275.8% | +241.0% | +34.8% | +150.1% |
| 10Y | +732.0% | +16.6% | +715.4% | +477.3% |
| All | +485.4% | +39.0% | +446.3% | +286.9% |
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 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