+90.1%
RF vs FLR
+242.2%
-152.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.5% |
| 7D | +1.3% | +5.4% | -4.1% | 0.0% |
| 30D | -3.6% | +11.4% | -15.0% | -6.7% |
| 3M | +8.1% | +11.4% | -3.3% | +3.9% |
| 6M | +11.5% | +16.6% | -5.2% | +4.8% |
| YTD | +15.6% | +41.7% | -26.1% | +2.6% |
| 1Y | +15.7% | +35.4% | -19.7% | +3.3% |
| 3Y | +86.9% | +57.3% | +29.6% | +48.6% |
| All | +90.1% | +242.2% | -152.1% | +14.0% |
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