+17.1%
TER vs FLR
+13.6%
+3.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +7.1% |
| 7D | +0.6% | +5.4% | -4.8% | -3.5% |
| 30D | -8.3% | +11.4% | -19.7% | -16.9% |
| 3M | -12.2% | +11.4% | -23.6% | -18.9% |
| 6M | +17.1% | +16.6% | +0.4% | +2.4% |
| All | +17.1% | +13.6% | +3.4% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling