+29.7%
Q vs FLR
+14.7%
+15.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.9% |
| 7D | +6.7% | +0.7% | +6.1% | +6.3% |
| 30D | -10.6% | -0.7% | -9.9% | -10.7% |
| 3M | -14.6% | +14.3% | -28.9% | -21.6% |
| 6M | +12.1% | +25.6% | -13.5% | -5.4% |
| YTD | +51.3% | +42.9% | +8.4% | +18.1% |
| All | +29.7% | +14.7% | +15.0% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling