+1,132.8%
TER vs FLR
+603.8%
+529.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.8% | +6.3% |
| 7D | +0.6% | +5.4% | -4.8% | -1.4% |
| 30D | -8.3% | +11.4% | -19.7% | -12.6% |
| 3M | -12.2% | +11.4% | -23.6% | -15.2% |
| 6M | +17.1% | +16.6% | +0.4% | +10.9% |
| YTD | +84.7% | +41.7% | +43.0% | +63.6% |
| 1Y | +199.9% | +35.4% | +164.5% | +169.4% |
| 3Y | +232.8% | +57.3% | +175.4% | +171.8% |
| 5Y | +198.6% | +241.0% | -42.4% | +79.7% |
| 10Y | +1,669.7% | +16.6% | +1,653.1% | +1,093.7% |
| All | +1,132.8% | +603.8% | +529.0% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling