-35.9%
RUN vs FLR
+56.0%
-91.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.4% | -2.8% |
| 7D | -1.8% | -3.1% | +1.3% | -0.1% |
| 30D | -10.8% | +4.9% | -15.8% | -13.3% |
| 3M | -30.2% | +10.8% | -41.0% | -34.4% |
| 6M | -22.3% | +19.7% | -42.0% | -32.0% |
| YTD | -52.2% | +38.4% | -90.5% | -61.8% |
| 1Y | -45.1% | +34.7% | -79.8% | -55.6% |
| All | -35.9% | +56.0% | -91.8% | -66.0% |
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 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