+192.8%
TER vs FLR
+45.9%
+146.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +8.3% | +4.4% | +8.3% |
| 7D | -5.8% | +8.5% | -14.3% | -9.2% |
| 30D | -38.9% | -0.7% | -38.2% | -38.2% |
| 3M | -35.1% | -11.7% | -23.4% | -30.8% |
| 6M | -31.6% | +16.2% | -47.8% | -35.6% |
| YTD | +27.2% | +27.0% | +0.2% | +14.5% |
| 1Y | +35.2% | +10.1% | +25.1% | +29.3% |
| 3Y | +192.8% | +46.2% | +146.6% | +111.2% |
| All | +192.8% | +45.9% | +146.9% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling