+117.9%
RF vs FLR
+40.2%
+77.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -1.3% | +6.3% | -7.7% | -2.6% |
| 30D | +4.6% | +1.8% | +2.8% | +4.1% |
| 3M | -8.4% | -4.4% | -4.0% | -8.0% |
| 6M | +8.9% | +15.9% | -7.0% | +3.7% |
| YTD | +8.8% | +27.7% | -18.9% | 0.0% |
| 1Y | +18.9% | +11.6% | +7.3% | +12.8% |
| All | +117.9% | +40.2% | +77.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling