-47.8%
S vs FLR
+181.2%
-228.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | +2.0% | +5.4% | -3.4% | +0.9% |
| 30D | -2.7% | +2.8% | -5.6% | -3.2% |
| 3M | -6.9% | -6.4% | -0.5% | -5.8% |
| 6M | +38.1% | +8.8% | +29.3% | +33.6% |
| YTD | +48.0% | +23.6% | +24.4% | +36.3% |
| 1Y | +34.5% | +13.8% | +20.7% | +26.5% |
| 3Y | +38.3% | +36.5% | +1.8% | +20.5% |
| 5Y | -70.9% | +119.3% | -190.3% | -76.0% |
| All | -47.8% | +181.2% | -228.9% | -58.0% |
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 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