+18.0%
Q vs FLR
+2.5%
+15.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -3.3% | +1.4% | -4.6% | -4.0% |
| 30D | -9.7% | -5.9% | -3.8% | -6.5% |
| 3M | -16.1% | -7.6% | -8.5% | -13.9% |
| 6M | -15.7% | -9.3% | -6.4% | -13.4% |
| YTD | +45.7% | +20.1% | +25.6% | +20.9% |
| 1Y | +18.0% | +3.0% | +15.0% | +9.7% |
| All | +18.0% | +2.5% | +15.5% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling