+53.8%
S vs FLR
+45.9%
+7.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.3% | -0.2% | +5.9% |
| 7D | +1.6% | +8.5% | -7.0% | -0.5% |
| 30D | -10.5% | -0.7% | -9.8% | -10.3% |
| 3M | +9.9% | -11.7% | +21.6% | +12.7% |
| 6M | +41.8% | +16.2% | +25.6% | +33.4% |
| YTD | +56.8% | +27.0% | +29.8% | +38.9% |
| 1Y | +39.0% | +10.1% | +28.9% | +29.5% |
| 3Y | +53.8% | +46.2% | +7.6% | +17.3% |
| All | +53.8% | +45.9% | +7.9% | +17.3% |
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 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