+272.5%
RF vs FLR
+11.0%
+261.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.3% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | +6.0% | -9.1% | +15.1% | +8.7% |
| 3M | -8.9% | -4.7% | -4.2% | -8.8% |
| 6M | +2.3% | -14.2% | +16.6% | +4.2% |
| YTD | +7.6% | +17.3% | -9.7% | -1.2% |
| 1Y | +21.2% | +4.3% | +16.9% | +15.1% |
| 3Y | +108.5% | +30.7% | +77.8% | +73.7% |
| 5Y | +43.2% | +101.3% | -58.1% | +0.5% |
| All | +272.5% | +11.0% | +261.5% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling