+76.3%
U vs FLR
+40.2%
+36.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +16.9% | +6.3% | +10.6% | +13.9% |
| 30D | +6.4% | +1.8% | +4.5% | +5.3% |
| 3M | +13.2% | -4.4% | +17.6% | +14.2% |
| 6M | +84.8% | +15.9% | +68.9% | +69.3% |
| YTD | +12.4% | +27.7% | -15.3% | -3.9% |
| 1Y | +19.8% | +11.6% | +8.2% | +8.8% |
| All | +76.3% | +40.2% | +36.1% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling