+46.4%
RF vs FLR
+121.2%
-74.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.1% |
| 7D | +0.4% | +10.1% | -9.7% | -2.0% |
| 30D | +5.6% | -0.5% | +6.0% | +5.4% |
| 3M | -8.9% | -4.8% | -4.0% | -8.3% |
| 6M | +7.1% | +10.7% | -3.6% | +2.2% |
| YTD | +8.3% | +25.0% | -16.6% | -1.3% |
| 1Y | +16.8% | +8.3% | +8.5% | +10.6% |
| 3Y | +115.0% | +36.8% | +78.2% | +75.5% |
| 5Y | +46.4% | +121.8% | -75.4% | -1.8% |
| All | +46.4% | +121.2% | -74.8% | -1.8% |
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 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