+33.6%
TER vs FLR
+7.1%
+26.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -8.9% | +5.1% | -14.0% | -11.7% |
| 30D | -39.1% | -0.5% | -38.6% | -38.4% |
| 3M | -32.8% | -3.5% | -29.3% | -31.2% |
| 6M | -31.7% | +16.5% | -48.2% | -38.1% |
| YTD | +26.9% | +27.3% | -0.3% | 0.0% |
| 1Y | +33.6% | +10.6% | +22.9% | +20.1% |
| All | +33.6% | +7.1% | +26.5% | +20.1% |
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