+1,895.7%
TER vs FLR
+17.1%
+1,878.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.9% |
| 7D | +12.4% | -3.1% | +15.5% | +13.2% |
| 30D | +5.1% | +4.9% | +0.2% | +3.7% |
| 3M | +4.0% | +10.8% | -6.9% | +1.5% |
| 6M | +29.5% | +19.7% | +9.9% | +24.1% |
| YTD | +98.5% | +38.4% | +60.1% | +84.2% |
| 1Y | +234.1% | +34.7% | +199.4% | +211.8% |
| 3Y | +289.0% | +56.7% | +232.4% | +244.5% |
| 5Y | +228.2% | +241.6% | -13.5% | +148.1% |
| 10Y | +1,895.7% | +20.2% | +1,875.5% | +1,639.3% |
| All | +1,895.7% | +17.1% | +1,878.5% | +1,639.3% |
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 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