-85.1%
RUN vs FLR
+112.0%
-197.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.9% |
| 7D | -13.5% | +5.4% | -18.9% | -16.3% |
| 30D | +18.3% | +2.8% | +15.5% | +15.0% |
| 3M | -12.5% | -6.4% | -6.1% | -10.3% |
| 6M | -40.3% | +8.8% | -49.1% | -44.3% |
| YTD | -53.1% | +23.6% | -76.7% | -60.6% |
| 1Y | -54.3% | +13.8% | -68.1% | -59.7% |
| 3Y | -6.5% | +36.5% | -43.0% | -34.9% |
| All | -85.1% | +112.0% | -197.1% | -91.8% |
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