+747.3%
TER vs FLR
+532.1%
+215.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -8.9% | +5.1% | -14.0% | -10.1% |
| 30D | -39.1% | -0.5% | -38.6% | -38.5% |
| 3M | -32.8% | -3.5% | -29.3% | -31.6% |
| 6M | -31.7% | +16.5% | -48.2% | -34.6% |
| YTD | +26.9% | +27.3% | -0.3% | +17.5% |
| 1Y | +33.6% | +10.6% | +22.9% | +29.9% |
| 3Y | +181.5% | +39.4% | +142.1% | +142.0% |
| 5Y | +76.1% | +126.4% | -50.3% | +23.7% |
| 10Y | +1,006.2% | +8.4% | +997.8% | +675.4% |
| All | +747.3% | +532.1% | +215.2% | +123.0% |
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 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