+18.4%
U vs FLR
+2.5%
+15.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | +7.5% | +1.4% | +6.1% | +7.1% |
| 30D | -7.0% | -5.9% | -1.1% | -5.7% |
| 3M | +20.6% | -7.6% | +28.2% | +22.0% |
| 6M | +53.2% | -9.3% | +62.5% | +54.5% |
| YTD | -3.9% | +20.1% | -24.0% | -20.7% |
| 1Y | +18.4% | +3.0% | +15.4% | +13.7% |
| All | +18.4% | +2.5% | +15.9% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling