+277.2%
TER vs FLR
+60.4%
+216.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | +11.0% | +0.7% | +10.3% | +10.5% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -0.7% | +14.3% | -15.0% | -7.1% |
| 6M | +36.4% | +25.6% | +10.8% | +21.6% |
| YTD | +92.4% | +42.9% | +49.6% | +62.6% |
| 1Y | +213.5% | +38.7% | +174.8% | +167.4% |
| 3Y | +277.2% | +61.8% | +215.5% | +168.0% |
| All | +277.2% | +60.4% | +216.8% | +168.0% |
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