-9.1%
T vs FLR
+31.2%
-40.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -2.2% |
| 7D | -1.3% | +5.4% | -6.7% | -0.8% |
| 30D | +11.4% | +11.4% | 0.0% | +12.6% |
| 3M | +14.3% | +11.4% | +2.9% | +15.9% |
| 6M | -9.3% | +16.6% | -25.9% | -7.3% |
| YTD | +7.1% | +41.7% | -34.6% | +10.8% |
| 1Y | -9.1% | +35.4% | -44.5% | -4.6% |
| All | -9.1% | +31.2% | -40.3% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling