-35.7%
U vs FLR
+469.3%
-505.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.1% |
| 7D | +5.5% | -3.5% | +9.0% | +6.6% |
| 30D | -1.3% | +4.2% | -5.5% | -2.7% |
| 3M | +64.6% | +8.1% | +56.5% | +58.7% |
| 6M | +119.4% | +21.5% | +97.8% | +100.4% |
| YTD | -0.5% | +36.8% | -37.2% | -12.4% |
| 1Y | +1.3% | +31.2% | -29.9% | -9.6% |
| 3Y | +15.6% | +53.9% | -38.3% | -4.0% |
| 5Y | -67.5% | +243.0% | -310.5% | -75.5% |
| All | -35.7% | +469.3% | -505.0% | -46.8% |
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