+43.2%
TER vs FLR
+2.5%
+40.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -6.2% |
| 7D | -19.9% | +1.4% | -21.2% | -20.6% |
| 30D | -43.5% | -5.9% | -37.6% | -40.9% |
| 3M | -37.8% | -7.6% | -30.2% | -35.6% |
| 6M | -25.6% | -9.3% | -16.3% | -21.5% |
| YTD | +29.8% | +20.1% | +9.7% | +8.1% |
| 1Y | +43.2% | +3.0% | +40.2% | +35.3% |
| All | +43.2% | +2.5% | +40.6% | +35.3% |
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 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