+39.2%
S vs FLR
+2.5%
+36.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | -8.2% | +1.4% | -9.6% | -8.3% |
| 30D | -7.6% | -5.9% | -1.7% | -7.4% |
| 3M | +12.0% | -7.6% | +19.6% | +11.7% |
| 6M | +50.6% | -9.3% | +59.9% | +50.1% |
| YTD | +56.6% | +20.1% | +36.5% | +39.3% |
| 1Y | +39.2% | +3.0% | +36.2% | +36.5% |
| All | +39.2% | +2.5% | +36.7% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling