-71.5%
S vs FLR
+248.0%
-319.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -5.8% | +0.7% | -6.5% | -6.0% |
| 30D | -9.2% | -0.7% | -8.5% | -9.3% |
| 3M | +23.4% | +14.3% | +9.0% | +18.3% |
| 6M | +36.9% | +25.6% | +11.3% | +26.5% |
| YTD | +29.5% | +42.9% | -13.3% | +14.9% |
| 1Y | +5.4% | +38.7% | -33.3% | -5.8% |
| 3Y | +14.7% | +61.8% | -47.1% | -5.1% |
| 5Y | -71.5% | +254.1% | -325.6% | -80.3% |
| All | -71.5% | +248.0% | -319.5% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling