+66.9%
T vs FLR
+18.3%
+48.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.7% |
| 7D | -2.4% | -6.9% | +4.4% | -2.0% |
| 30D | +4.3% | +1.1% | +3.2% | +4.2% |
| 3M | +11.6% | +14.3% | -2.8% | +10.4% |
| 6M | -5.6% | +19.1% | -24.7% | -7.1% |
| YTD | +6.6% | +35.1% | -28.6% | +3.8% |
| 1Y | -8.4% | +29.5% | -37.8% | -10.7% |
| 3Y | +107.8% | +53.0% | +54.8% | +95.7% |
| 5Y | +68.3% | +238.9% | -170.6% | +45.9% |
| All | +66.9% | +18.3% | +48.6% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling