-22.7%
U vs FLR
+414.5%
-437.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.6% |
| 7D | +2.6% | +5.4% | -2.8% | +0.8% |
| 30D | +27.6% | +2.8% | +24.7% | +25.9% |
| 3M | +15.3% | -6.4% | +21.7% | +16.9% |
| 6M | +96.4% | +8.8% | +87.6% | +87.4% |
| YTD | +19.6% | +23.6% | -4.0% | +8.1% |
| 1Y | +42.1% | +13.8% | +28.3% | +31.7% |
| 3Y | +87.5% | +36.5% | +51.1% | +60.4% |
| 5Y | -73.1% | +119.3% | -192.5% | -78.7% |
| All | -22.7% | +414.5% | -437.2% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling