+340.4%
RF vs FLR
+18.9%
+321.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.6% |
| 7D | +1.3% | +5.4% | -4.1% | -0.3% |
| 30D | -3.6% | +11.4% | -15.0% | -7.4% |
| 3M | +8.1% | +11.4% | -3.3% | +3.1% |
| 6M | +11.5% | +16.6% | -5.2% | +3.8% |
| YTD | +15.6% | +41.7% | -26.1% | +1.0% |
| 1Y | +15.7% | +35.4% | -19.7% | +1.8% |
| 3Y | +86.9% | +57.3% | +29.6% | +48.3% |
| 5Y | +89.8% | +241.0% | -151.2% | +13.5% |
| All | +340.4% | +18.9% | +321.6% | +168.5% |
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