+261.5%
RF vs FLR
+17.5%
+244.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.3% | -6.1% | -0.2% |
| 7D | -0.1% | +8.5% | -8.7% | -2.6% |
| 30D | +7.0% | -0.7% | +7.7% | +6.8% |
| 3M | -7.0% | -11.7% | +4.7% | -4.4% |
| 6M | +6.8% | +16.2% | -9.4% | -0.2% |
| YTD | +9.9% | +27.0% | -17.1% | -1.4% |
| 1Y | +21.1% | +10.1% | +11.0% | +13.3% |
| 3Y | +119.6% | +46.2% | +73.4% | +77.0% |
| 5Y | +46.2% | +121.4% | -75.2% | -0.2% |
| 10Y | +261.5% | +11.0% | +250.5% | +120.8% |
| All | +261.5% | +17.5% | +244.0% | +120.8% |
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 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