-22.1%
RMD vs FLR
+245.1%
-267.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | -4.7% | -3.1% | -1.6% | -4.6% |
| 30D | +0.2% | +4.9% | -4.7% | 0.0% |
| 3M | +12.0% | +10.8% | +1.2% | +11.0% |
| 6M | -12.5% | +19.7% | -32.2% | -13.9% |
| YTD | -7.9% | +38.4% | -46.3% | -10.4% |
| 1Y | -20.4% | +34.7% | -55.1% | -22.5% |
| 3Y | +53.1% | +56.7% | -3.5% | +43.6% |
| 5Y | -22.1% | +241.6% | -263.7% | -29.0% |
| All | -22.1% | +245.1% | -267.2% | -29.0% |
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