-53.2%
S vs FLR
+222.4%
-275.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | -7.7% | +5.4% | -13.1% | -8.8% |
| 30D | -5.3% | +11.4% | -16.7% | -8.0% |
| 3M | +20.3% | +11.4% | +8.9% | +16.3% |
| 6M | +47.4% | +16.6% | +30.7% | +39.2% |
| YTD | +32.5% | +41.7% | -9.2% | +18.7% |
| 1Y | +9.5% | +35.4% | -25.9% | -0.8% |
| 3Y | +15.5% | +57.3% | -41.8% | -2.2% |
| 5Y | -71.2% | +241.0% | -312.2% | -77.1% |
| All | -53.2% | +222.4% | -275.6% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling