+32.0%
Q vs FLR
+11.1%
+20.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +4.9% | +3.4% |
| 7D | +6.6% | -3.1% | +9.7% | +8.3% |
| 30D | -6.6% | +4.9% | -11.5% | -9.5% |
| 3M | -13.2% | +10.8% | -24.0% | -19.1% |
| 6M | +9.9% | +19.7% | -9.7% | -4.7% |
| YTD | +53.9% | +38.4% | +15.6% | +22.2% |
| All | +32.0% | +11.1% | +20.9% | +13.8% |
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