+73.3%
RUN vs FLR
+7.4%
+65.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -13.5% | +5.4% | -18.9% | -15.1% |
| 30D | +18.3% | +2.8% | +15.5% | +16.4% |
| 3M | -12.5% | -6.4% | -6.1% | -11.1% |
| 6M | -40.3% | +8.8% | -49.1% | -42.4% |
| YTD | -53.1% | +23.6% | -76.7% | -57.0% |
| 1Y | -54.3% | +13.8% | -68.1% | -56.9% |
| 3Y | -6.5% | +36.5% | -43.0% | -18.4% |
| 5Y | -85.3% | +119.3% | -204.6% | -88.6% |
| All | +73.3% | +7.4% | +65.9% | +41.5% |
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 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