+449.1%
PL vs FLR
+58.4%
+390.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | 0.0% |
| 7D | -9.3% | +5.4% | -14.7% | -12.1% |
| 30D | -18.9% | +11.4% | -30.3% | -24.5% |
| 3M | -58.4% | +11.4% | -69.8% | -60.9% |
| 6M | -30.3% | +16.6% | -46.9% | -38.1% |
| YTD | -8.1% | +41.7% | -49.8% | -28.2% |
| 1Y | +180.5% | +35.4% | +145.1% | +126.5% |
| All | +449.1% | +58.4% | +390.7% | +250.6% |
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