-44.0%
S vs FLR
+190.6%
-234.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +1.2% | +6.3% | -5.1% | 0.0% |
| 30D | -7.3% | +1.8% | -9.2% | -7.6% |
| 3M | +5.9% | -4.4% | +10.3% | +6.6% |
| 6M | +45.6% | +15.9% | +29.8% | +38.9% |
| YTD | +58.5% | +27.7% | +30.8% | +44.9% |
| 1Y | +37.6% | +11.6% | +26.0% | +30.2% |
| 3Y | +51.7% | +39.9% | +11.8% | +31.3% |
| 5Y | -67.5% | +127.5% | -195.0% | -73.4% |
| All | -44.0% | +190.6% | -234.6% | -55.3% |
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