+14.7%
S vs FLR
+60.4%
-45.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -5.8% | +0.7% | -6.5% | -6.0% |
| 30D | -9.2% | -0.7% | -8.5% | -9.4% |
| 3M | +23.4% | +14.3% | +9.0% | +17.3% |
| 6M | +36.9% | +25.6% | +11.3% | +24.0% |
| YTD | +29.5% | +42.9% | -13.3% | +11.0% |
| 1Y | +5.4% | +38.7% | -33.3% | -9.0% |
| 3Y | +14.7% | +61.8% | -47.1% | -21.2% |
| All | +14.7% | +60.4% | -45.7% | -21.2% |
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