+995.4%
TER vs FLR
+7.4%
+988.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.1% |
| 7D | +14.4% | +5.4% | +9.0% | +13.0% |
| 30D | -30.6% | +2.8% | -33.4% | -30.7% |
| 3M | -39.2% | -6.4% | -32.8% | -37.9% |
| 6M | -31.3% | +8.8% | -40.0% | -32.0% |
| YTD | +29.1% | +23.6% | +5.5% | +23.9% |
| 1Y | +47.4% | +13.8% | +33.6% | +44.3% |
| 3Y | +191.2% | +36.5% | +154.8% | +168.2% |
| 5Y | +74.0% | +119.3% | -45.4% | +44.4% |
| All | +995.4% | +7.4% | +988.0% | +916.3% |
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